Volatility Analysis
25.52 0.10(0.39%)10/17/2024
Mesabi Trust (MSB)
For the given dates, MSB current volatility is at 18.86%.
The 1-Month historical standard deviation is at 1.36.
Mesabi Trust (MSB)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.55 |
| 20 Days | 1.06 |
| 1 Month | 1.36 |
| 3 Months | 3.04 |
| 100 Days | 2.97 |
| 6 Months | 2.48 |
| 9 Months | 2.13 |
| Year-to-date | 2.10 |
| 1 Year | 1.99 |
| 3 Years | 3.45 |
| 5 Years | 4.97 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | -6.29 | 2.93 | 41.87 | -13.97 | -26.60 | 15.92 | -17.97 | 11.33 | 76.32 | -61.15 | -61.15 | 76.32 | 2.24 | ||
| 2023 | -16.57 | -16.57 | -16.57 | -16.57 | |||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -6.29 | 2.93 | 41.87 | -13.97 | -26.60 | 15.92 | -17.97 | 11.33 | 76.32 | -61.15 | nan | -16.57 | -16.57 | 76.32 | nan |
| Max Pos Return (%) | -6.29 | 2.93 | 41.87 | -13.97 | -26.60 | 15.92 | -17.97 | 11.33 | 76.32 | -61.15 | 0.00 | -16.57 | 0.00 | 76.32 | 0.48 |
| Max Neg Return (%) | -6.29 | 2.93 | 41.87 | -13.97 | -26.60 | 15.92 | -17.97 | 11.33 | 76.32 | -61.15 | 0.00 | -16.57 | 0.00 | 76.32 | 0.48 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | nan | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | nan | 100 | 100 | 100 | nan |