Volatility Analysis
9.34 -0.06(-0.64%)10/04/2024
Pimco Municipal Income Fund II (PML)
For the given dates, PML current volatility is at 13.61%.
The 1-Month historical standard deviation is at 0.19.
Pimco Municipal Income Fund II (PML)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.10 |
| 20 Days | 0.14 |
| 1 Month | 0.19 |
| 3 Months | 0.30 |
| 100 Days | 0.29 |
| 6 Months | 0.31 |
| 9 Months | 0.28 |
| Year-to-date | 0.28 |
| 1 Year | 0.46 |
| 3 Years | 1.78 |
| 5 Years | 2.14 |
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 | 11.93 | 6.60 | -24.11 | 35.87 | 13.53 | -65.02 | 165.03 | -40.77 | 78.92 | 22.04 | -65.02 | 165.03 | 20.40 | ||
| 2023 | -39.58 | -30.98 | -39.58 | -30.98 | -35.28 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 11.93 | 6.60 | -24.11 | 35.87 | 13.53 | -65.02 | 165.03 | -40.77 | 78.92 | 22.04 | -39.58 | -30.98 | -65.02 | 165.03 | 11.12 |
| Max Pos Return (%) | 11.93 | 6.60 | -24.11 | 35.87 | 13.53 | -65.02 | 165.03 | -40.77 | 78.92 | 22.04 | -39.58 | -30.98 | -65.02 | 165.03 | 11.12 |
| Max Neg Return (%) | 11.93 | 6.60 | -24.11 | 35.87 | 13.53 | -65.02 | 165.03 | -40.77 | 78.92 | 22.04 | -39.58 | -30.98 | -65.02 | 165.03 | 11.12 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 42 |