Volatility Analysis

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Volatility: 
Days Factor: 
22.80 1.30(6.05%)09/30/2024
NB Private Equity Partners Ltd (NBPVF)
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  • For the given dates, NBPVF current volatility is at 60.64%.
  • The 1-Month historical standard deviation is at 0.00.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.18
    20 Days0.12
    3 Months 0.19
    100 Days 0.22
    6 Months 0.26
    9 Months 0.49
    Year-to-date0.28
    1 Year0.61
    3 Years1.71
    5 Years3.98
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024268.74-20.240.5924.01-12.45   244.79   -20.24268.7484.24
    2023           -54.27-54.27-54.27-54.27
    Summary
    Avg Returns (%)268.74-20.240.5924.01-12.45nannannan244.79nannan-54.27-54.27268.74nan
    Max Pos Return (%)268.74-20.240.5924.01-12.450.000.000.00244.790.000.00-54.270.00268.7437.60
    Max Neg Return (%)268.74-20.240.5924.01-12.450.000.000.00244.790.000.00-54.270.00268.7437.60
    Pos Occurences (%)10001001000nannannan100nannan00100nan
    Neg Occurences (%)010000100nannannan0nannan100100100nan