Volatility Analysis
19.27 0.06(0.32%)09/13/2024
PIMCO Dynamic Income Fund (PDI)
For the given dates, PDI current volatility is at 5.45%.
The 1-Month historical standard deviation is at 0.24.
PIMCO Dynamic Income Fund (PDI)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.06 |
| 20 Days | 0.13 |
| 1 Month | 0.24 |
| 3 Months | 0.20 |
| 100 Days | 0.22 |
| 6 Months | 0.25 |
| 9 Months | 0.40 |
| Year-to-date | 0.28 |
| 1 Year | 0.95 |
| 3 Years | 1.93 |
| 5 Years | 2.50 |
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 | -53.40 | 277.41 | -82.70 | 85.03 | -10.88 | 241.91 | -88.81 | 24.26 | 186.42 | -88.81 | 277.41 | 64.36 | |||
| 2023 | 40.19 | -63.33 | -9.78 | -63.33 | 40.19 | -10.97 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -53.40 | 277.41 | -82.70 | 85.03 | -10.88 | 241.91 | -88.81 | 24.26 | 186.42 | 40.19 | -63.33 | -9.78 | -88.81 | 277.41 | 45.53 |
| Max Pos Return (%) | -53.40 | 277.41 | -82.70 | 85.03 | -10.88 | 241.91 | -88.81 | 24.26 | 186.42 | 40.19 | -63.33 | -9.78 | -88.81 | 277.41 | 45.53 |
| Max Neg Return (%) | -53.40 | 277.41 | -82.70 | 85.03 | -10.88 | 241.91 | -88.81 | 24.26 | 186.42 | 40.19 | -63.33 | -9.78 | -88.81 | 277.41 | 45.53 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 50 |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 50 |