Volatility Analysis

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Volatility: 
Days Factor: 
10.42 0.05(0.48%)07/03/2024
Delaware Investments National Municipal Income Fund (VFL)
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  • For the given dates, VFL current volatility is at 11.03%.
  • The 1-Month historical standard deviation is at 0.12.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.07
    20 Days0.06
    1 Month0.12
    3 Months 0.21
    100 Days 0.21
    6 Months 0.18
    9 Months 0.70
    Year-to-date0.18
    1 Year0.65
    3 Years1.45
    5 Years1.23
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202415.0914.22-54.56-16.16106.74-18.7032.05     -54.56106.7411.24
    2023       41.14101.22-36.16-1.50-18.68-36.16101.2217.20
    Summary
    Avg Returns (%)15.0914.22-54.56-16.16106.74-18.7032.0541.14101.22-36.16-1.50-18.68-54.56106.7413.73
    Max Pos Return (%)15.0914.22-54.56-16.16106.74-18.7032.0541.14101.22-36.16-1.50-18.68-54.56106.7413.73
    Max Neg Return (%)15.0914.22-54.56-16.16106.74-18.7032.0541.14101.22-36.16-1.50-18.68-54.56106.7413.73
    Pos Occurences (%)100100001000100100100000010050
    Neg Occurences (%)001001000100000100100100010050