Volatility Analysis
14.98 -0.03(-0.18%)07/05/2024
Investment Managers Series Trust II (PPI)
For the given dates, PPI current volatility is at 10.17%.
The 1-Month historical standard deviation is at 0.29.
Investment Managers Series Trust II (PPI)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.23 |
| 20 Days | 0.22 |
| 1 Month | 0.29 |
| 3 Months | 0.78 |
| 100 Days | 0.81 |
| 6 Months | 0.71 |
| 9 Months | 0.87 |
| Year-to-date | 0.23 |
| 1 Year | 0.97 |
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 | -14.57 | 32.67 | -27.12 | 71.64 | 0.03 | -17.64 | -1.48 | -27.12 | 71.64 | 6.22 | |||||
| 2023 | -23.37 | 59.48 | -27.80 | -17.77 | 3.66 | -27.80 | 59.48 | -1.16 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -14.57 | 32.67 | -27.12 | 71.64 | 0.03 | -17.64 | -1.48 | -23.37 | 59.48 | -27.80 | -17.77 | 3.66 | -27.80 | 71.64 | 3.14 |
| Max Pos Return (%) | -14.57 | 32.67 | -27.12 | 71.64 | 0.03 | -17.64 | -1.48 | -23.37 | 59.48 | -27.80 | -17.77 | 3.66 | -27.80 | 71.64 | 3.14 |
| Max Neg Return (%) | -14.57 | 32.67 | -27.12 | 71.64 | 0.03 | -17.64 | -1.48 | -23.37 | 59.48 | -27.80 | -17.77 | 3.66 | -27.80 | 71.64 | 3.14 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 42 |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 58 |