Volatility | KlickAnalytics

Volatility Analysis

119.08 1.38(1.17%)07/03/2024
Vanguard FTSE All-World Ex-US Small Capital Index Fund ETF (VSS)

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For the given dates, VSS current volatility is at 10.64%.

The 1-Month historical standard deviation is at 0.98.

Historical Standard Deviation

Period	Value
1 Week	0.78
20 Days	0.68
1 Month	0.98
3 Months	2.20
100 Days	2.12
6 Months	2.95
9 Months	5.14
Year-to-date	2.94
1 Year	4.72
3 Years	10.82
5 Years	14.01

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	-59.82	7.68	13.21	24.78	24.82	-21.96	6.94						-59.82	24.82	-0.62
2023								13.09	1.28	23.72	-33.91	82.81	-33.91	82.81	17.40
Summary
Avg Returns (%)	-59.82	7.68	13.21	24.78	24.82	-21.96	6.94	13.09	1.28	23.72	-33.91	82.81	-59.82	82.81	6.89
Max Pos Return (%)	-59.82	7.68	13.21	24.78	24.82	-21.96	6.94	13.09	1.28	23.72	-33.91	82.81	-59.82	82.81	6.89
Max Neg Return (%)	-59.82	7.68	13.21	24.78	24.82	-21.96	6.94	13.09	1.28	23.72	-33.91	82.81	-59.82	82.81	6.89
Pos Occurences (%)	0	100	100	100	100	0	100	100	100	100	0	100	0	100	75
Neg Occurences (%)	100	0	0	0	0	100	0	0	0	0	100	0	0	100	25