Volatility Analysis
14.32 0.14(0.99%)09/06/2024
United States Natural Gas Fund (UNG)
For the given dates, UNG current volatility is at 41.83%.
The 1-Month historical standard deviation is at 0.53.
United States Natural Gas Fund (UNG)
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Historical Standard Deviation
Period | Value |
1 Week | 0.42 |
20 Days | 0.57 |
1 Month | 0.53 |
3 Months | 2.44 |
100 Days | 2.45 |
6 Months | 2.12 |
9 Months | 4.52 |
Year-to-date | 3.58 |
1 Year | 5.12 |
3 Years | 7.21 |
5 Years | 6.08 |
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 | 1,452.48 | -89.48 | -62.24 | 99.28 | 13.15 | -25.63 | 15.80 | -22.32 | -1.09 | -89.48 | 99.28 | -7.95 | |||
2023 | 78.72 | -43.64 | 52.40 | -43.64 | 78.72 | 29.16 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 1.00 | -89.48 | -62.24 | 99.28 | 13.15 | -25.63 | 15.80 | -22.32 | -1.09 | 78.72 | -43.64 | 52.40 | -89.48 | 99.28 | 1.33 |
Max Pos Return (%) | 1.00 | -89.48 | -62.24 | 99.28 | 13.15 | -25.63 | 15.80 | -22.32 | -1.09 | 78.72 | -43.64 | 52.40 | -89.48 | 99.28 | 1.33 |
Max Neg Return (%) | 1.00 | -89.48 | -62.24 | 99.28 | 13.15 | -25.63 | 15.80 | -22.32 | -1.09 | 78.72 | -43.64 | 52.40 | -89.48 | 99.28 | 1.33 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 50 |