Volatility Analysis
5.16 0.02(0.39%)09/13/2024
TCW Strategic Income Fund Inc (TSI)
For the given dates, TSI current volatility is at 8.43%.
The 1-Month historical standard deviation is at 0.05.
TCW Strategic Income Fund Inc (TSI)
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Historical Standard Deviation
Period | Value |
1 Week | 0.02 |
20 Days | 0.02 |
1 Month | 0.05 |
3 Months | 0.15 |
100 Days | 0.16 |
6 Months | 0.18 |
9 Months | 0.15 |
Year-to-date | 0.16 |
1 Year | 0.15 |
3 Years | 0.25 |
5 Years | 0.27 |
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 | -77.30 | 23.53 | 139.25 | -29.59 | -1.69 | -3.15 | 43.26 | -50.87 | 34.56 | -77.30 | 139.25 | 8.67 | |||
2023 | -53.40 | -43.80 | 500.33 | -53.40 | 500.33 | 134.38 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -77.30 | 23.53 | 139.25 | -29.59 | -1.69 | -3.15 | 43.26 | -50.87 | 34.56 | -53.40 | -43.80 | 500.33 | -77.30 | 500.33 | 40.09 |
Max Pos Return (%) | -77.30 | 23.53 | 139.25 | -29.59 | -1.69 | -3.15 | 43.26 | -50.87 | 34.56 | -53.40 | -43.80 | 500.33 | -77.30 | 500.33 | 40.09 |
Max Neg Return (%) | -77.30 | 23.53 | 139.25 | -29.59 | -1.69 | -3.15 | 43.26 | -50.87 | 34.56 | -53.40 | -43.80 | 500.33 | -77.30 | 500.33 | 40.09 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 42 |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 58 |