Volatility Analysis
13.37 -0.06(-0.45%)10/04/2024
John Hancock Premium Dividend Fund (PDT)
For the given dates, PDT current volatility is at 16.38%.
The 1-Month historical standard deviation is at 0.16.
John Hancock Premium Dividend Fund (PDT)
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Historical Standard Deviation
Period | Value |
1 Week | 0.12 |
20 Days | 0.08 |
1 Month | 0.16 |
3 Months | 0.64 |
100 Days | 0.67 |
6 Months | 0.77 |
9 Months | 0.78 |
Year-to-date | 0.78 |
1 Year | 1.03 |
3 Years | 1.92 |
5 Years | 1.92 |
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 | 74.19 | -34.63 | -23.39 | 37.73 | 63.95 | -6.23 | -20.29 | -26.07 | 20.04 | 53.53 | -34.63 | 74.19 | 13.88 | ||
2023 | -26.40 | -35.79 | -35.79 | -26.40 | -31.10 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 74.19 | -34.63 | -23.39 | 37.73 | 63.95 | -6.23 | -20.29 | -26.07 | 20.04 | 53.53 | -26.40 | -35.79 | -35.79 | 74.19 | 6.39 |
Max Pos Return (%) | 74.19 | -34.63 | -23.39 | 37.73 | 63.95 | -6.23 | -20.29 | -26.07 | 20.04 | 53.53 | -26.40 | -35.79 | -35.79 | 74.19 | 6.39 |
Max Neg Return (%) | 74.19 | -34.63 | -23.39 | 37.73 | 63.95 | -6.23 | -20.29 | -26.07 | 20.04 | 53.53 | -26.40 | -35.79 | -35.79 | 74.19 | 6.39 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 58 |