Volatility Analysis
7.55 -0.03(-0.33%)05/20/2024
MFS Investment Grade Municipal Trust (CXH)
For the given dates, CXH current volatility is at 6.25%.
The 1-Month historical standard deviation is at 0.06.
MFS Investment Grade Municipal Trust (CXH)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.08 |
| 20 Days | 0.06 |
| 1 Month | 0.06 |
| 3 Months | 0.10 |
| 100 Days | 0.09 |
| 6 Months | 0.18 |
| 9 Months | 0.27 |
| Year-to-date | 0.09 |
| 1 Year | 0.24 |
| 3 Years | 0.91 |
| 5 Years | 0.78 |
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 | 136.02 | -33.06 | -10.97 | -18.34 | 26.75 | -33.06 | 136.02 | 20.08 | |||||||
| 2023 | -56.52 | 187.90 | -53.40 | 151.86 | -75.09 | -10.84 | -75.09 | 187.90 | 23.99 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 136.02 | -33.06 | -10.97 | -18.34 | 26.75 | nan | -56.52 | 187.90 | -53.40 | 151.86 | -75.09 | -10.84 | -75.09 | 187.90 | nan |
| Max Pos Return (%) | 136.02 | -33.06 | -10.97 | -18.34 | 26.75 | 0.00 | -56.52 | 187.90 | -53.40 | 151.86 | -75.09 | -10.84 | 0.00 | 187.90 | 20.36 |
| Max Neg Return (%) | 136.02 | -33.06 | -10.97 | -18.34 | 26.75 | 0.00 | -56.52 | 187.90 | -53.40 | 151.86 | -75.09 | -10.84 | 0.00 | 187.90 | 20.36 |
| Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | nan | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | nan |