Volatility Analysis
6.21 -0.04(-0.64%)10/04/2024
Pimco California Municipal Income Fund II (PCK)
For the given dates, PCK current volatility is at 10.23%.
The 1-Month historical standard deviation is at 0.09.
Pimco California Municipal Income Fund II (PCK)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.04 |
| 20 Days | 0.04 |
| 1 Month | 0.09 |
| 3 Months | 0.13 |
| 100 Days | 0.13 |
| 6 Months | 0.17 |
| 9 Months | 0.15 |
| Year-to-date | 0.15 |
| 1 Year | 0.29 |
| 3 Years | 1.09 |
| 5 Years | 1.28 |
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 | 26.35 | 56.56 | -64.50 | 150.51 | 1.37 | -55.63 | 29.73 | -32.69 | 117.07 | 13.60 | -64.50 | 150.51 | 24.24 | ||
| 2023 | 23.24 | -61.53 | -61.53 | 23.24 | -19.15 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 26.35 | 56.56 | -64.50 | 150.51 | 1.37 | -55.63 | 29.73 | -32.69 | 117.07 | 13.60 | 23.24 | -61.53 | -64.50 | 150.51 | 17.01 |
| Max Pos Return (%) | 26.35 | 56.56 | -64.50 | 150.51 | 1.37 | -55.63 | 29.73 | -32.69 | 117.07 | 13.60 | 23.24 | -61.53 | -64.50 | 150.51 | 17.01 |
| Max Neg Return (%) | 26.35 | 56.56 | -64.50 | 150.51 | 1.37 | -55.63 | 29.73 | -32.69 | 117.07 | 13.60 | 23.24 | -61.53 | -64.50 | 150.51 | 17.01 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 67 |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 33 |