Volatility Analysis
10.68 0.03(0.28%)07/05/2024
Invesco High Income Trust II (VLT)
For the given dates, VLT current volatility is at 5.47%.
The 1-Month historical standard deviation is at 0.06.
Invesco High Income Trust II (VLT)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.06 |
| 1 Month | 0.06 |
| 3 Months | 0.13 |
| 100 Days | 0.14 |
| 6 Months | 0.13 |
| 9 Months | 0.36 |
| Year-to-date | 0.13 |
| 1 Year | 0.32 |
| 3 Years | 1.16 |
| 5 Years | 1.16 |
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 | -48.01 | -0.95 | 9.20 | 64.34 | -14.28 | -1.33 | -27.88 | -48.01 | 64.34 | -2.70 | |||||
| 2023 | 18.80 | -14.67 | 9.46 | -45.37 | 120.87 | -45.37 | 120.87 | 17.82 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -48.01 | -0.95 | 9.20 | 64.34 | -14.28 | -1.33 | -27.88 | 18.80 | -14.67 | 9.46 | -45.37 | 120.87 | -48.01 | 120.87 | 5.85 |
| Max Pos Return (%) | -48.01 | -0.95 | 9.20 | 64.34 | -14.28 | -1.33 | -27.88 | 18.80 | -14.67 | 9.46 | -45.37 | 120.87 | -48.01 | 120.87 | 5.85 |
| Max Neg Return (%) | -48.01 | -0.95 | 9.20 | 64.34 | -14.28 | -1.33 | -27.88 | 18.80 | -14.67 | 9.46 | -45.37 | 120.87 | -48.01 | 120.87 | 5.85 |
| Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 42 |
| Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 58 |