Volatility Analysis

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Volatility: 
Days Factor: 
13.37 -0.06(-0.45%)10/04/2024
John Hancock Premium Dividend Fund (PDT)
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  • For the given dates, PDT current volatility is at 16.38%.
  • The 1-Month historical standard deviation is at 0.16.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.12
    20 Days0.08
    1 Month0.16
    3 Months 0.64
    100 Days 0.67
    6 Months 0.77
    9 Months 0.78
    Year-to-date0.78
    1 Year1.03
    3 Years1.92
    5 Years1.92
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202474.19-34.63-23.3937.7363.95-6.23-20.29-26.0720.0453.53  -34.6374.1913.88
    2023          -26.40-35.79-35.79-26.40-31.10
    Summary
    Avg Returns (%)74.19-34.63-23.3937.7363.95-6.23-20.29-26.0720.0453.53-26.40-35.79-35.7974.196.39
    Max Pos Return (%)74.19-34.63-23.3937.7363.95-6.23-20.29-26.0720.0453.53-26.40-35.79-35.7974.196.39
    Max Neg Return (%)74.19-34.63-23.3937.7363.95-6.23-20.29-26.0720.0453.53-26.40-35.79-35.7974.196.39
    Pos Occurences (%)1000010010000010010000010042
    Neg Occurences (%)01001000010010010000100100010058