Volatility Analysis

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Volatility: 
Days Factor: 
16.10 0.00(0.01%)09/16/2024
RiverNorth Managed Duration Municipal Income Fund II, Inc. (RMMZ)
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  • For the given dates, RMMZ current volatility is at 5.89%.
  • The 1-Month historical standard deviation is at 0.16.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.15
    20 Days0.17
    1 Month0.16
    3 Months 0.75
    100 Days 0.77
    6 Months 0.77
    9 Months 0.74
    Year-to-date0.17
    1 Year0.72
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202461.65-28.50-11.15141.30-60.201.75-33.11-4.232.03   -60.20141.307.73
    2023          -33.78-29.07-33.78-29.07-31.43
    Summary
    Avg Returns (%)61.65-28.50-11.15141.30-60.201.75-33.11-4.232.03nan-33.78-29.07-33.78141.30nan
    Max Pos Return (%)61.65-28.50-11.15141.30-60.201.75-33.11-4.232.030.00-33.78-29.070.00141.300.56
    Max Neg Return (%)61.65-28.50-11.15141.30-60.201.75-33.11-4.232.030.00-33.78-29.070.00141.300.56
    Pos Occurences (%)10000100010000100nan000100nan
    Neg Occurences (%)0100100010001001000nan100100100100nan