Volatility Analysis

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Volatility: 
Days Factor: 
14.32 0.14(0.99%)09/06/2024
United States Natural Gas Fund (UNG)
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  • For the given dates, UNG current volatility is at 41.83%.
  • The 1-Month historical standard deviation is at 0.53.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.42
    20 Days0.57
    1 Month0.53
    3 Months 2.44
    100 Days 2.45
    6 Months 2.12
    9 Months 4.52
    Year-to-date3.58
    1 Year5.12
    3 Years7.21
    5 Years6.08
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20241,452.48-89.48-62.2499.2813.15-25.6315.80-22.32-1.09   -89.4899.28-7.95
    2023         78.72-43.6452.40-43.6478.7229.16
    Summary
    Avg Returns (%)1.00-89.48-62.2499.2813.15-25.6315.80-22.32-1.0978.72-43.6452.40-89.4899.281.33
    Max Pos Return (%)1.00-89.48-62.2499.2813.15-25.6315.80-22.32-1.0978.72-43.6452.40-89.4899.281.33
    Max Neg Return (%)1.00-89.48-62.2499.2813.15-25.6315.80-22.32-1.0978.72-43.6452.40-89.4899.281.33
    Pos Occurences (%)100001001000100001000100010050
    Neg Occurences (%)010010000100010010001000010050