Volatility Analysis
48.36 0.95(2.00%)10/04/2024
ProShares Short VIX Short-Term Futures ETF (SVXY)
For the given dates, SVXY current volatility is at 27.86%.
The 1-Month historical standard deviation is at 1.25.
ProShares Short VIX Short-Term Futures ETF (SVXY)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.98 |
| 20 Days | 1.22 |
| 1 Month | 1.25 |
| 3 Months | 5.70 |
| 100 Days | 5.98 |
| 6 Months | 11.63 |
| 9 Months | 25.47 |
| Year-to-date | 25.50 |
| 1 Year | 23.79 |
| 3 Years | 18.85 |
| 5 Years | 19.37 |
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 | -7.68 | 0.22 | -51.24 | 139.29 | -35.50 | -15.39 | 188.35 | -26.35 | -35.88 | 47.14 | -51.24 | 188.35 | 20.30 | ||
| 2023 | -69.90 | 96.52 | -69.90 | 96.52 | 13.31 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -7.68 | 0.22 | -51.24 | 139.29 | -35.50 | -15.39 | 188.35 | -26.35 | -35.88 | 47.14 | -69.90 | 96.52 | -69.90 | 188.35 | 19.13 |
| Max Pos Return (%) | -7.68 | 0.22 | -51.24 | 139.29 | -35.50 | -15.39 | 188.35 | -26.35 | -35.88 | 47.14 | -69.90 | 96.52 | -69.90 | 188.35 | 19.13 |
| Max Neg Return (%) | -7.68 | 0.22 | -51.24 | 139.29 | -35.50 | -15.39 | 188.35 | -26.35 | -35.88 | 47.14 | -69.90 | 96.52 | -69.90 | 188.35 | 19.13 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 42 |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 58 |