Volatility Analysis
16.10 0.00(0.01%)09/16/2024
RiverNorth Managed Duration Municipal Income Fund II, Inc. (RMMZ)
For the given dates, RMMZ current volatility is at 5.89%.
The 1-Month historical standard deviation is at 0.16.
RiverNorth Managed Duration Municipal Income Fund II, Inc. (RMMZ)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.15 |
20 Days | 0.17 |
1 Month | 0.16 |
3 Months | 0.75 |
100 Days | 0.77 |
6 Months | 0.77 |
9 Months | 0.74 |
Year-to-date | 0.17 |
1 Year | 0.72 |
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 | 61.65 | -28.50 | -11.15 | 141.30 | -60.20 | 1.75 | -33.11 | -4.23 | 2.03 | -60.20 | 141.30 | 7.73 | |||
2023 | -33.78 | -29.07 | -33.78 | -29.07 | -31.43 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 61.65 | -28.50 | -11.15 | 141.30 | -60.20 | 1.75 | -33.11 | -4.23 | 2.03 | nan | -33.78 | -29.07 | -33.78 | 141.30 | nan |
Max Pos Return (%) | 61.65 | -28.50 | -11.15 | 141.30 | -60.20 | 1.75 | -33.11 | -4.23 | 2.03 | 0.00 | -33.78 | -29.07 | 0.00 | 141.30 | 0.56 |
Max Neg Return (%) | 61.65 | -28.50 | -11.15 | 141.30 | -60.20 | 1.75 | -33.11 | -4.23 | 2.03 | 0.00 | -33.78 | -29.07 | 0.00 | 141.30 | 0.56 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |