Volatility | KlickAnalytics

Volatility Analysis

19.80 0.01(0.05%)05/20/2024
Fidus Investment Corp (FDUS)

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For the given dates, FDUS current volatility is at 7.03%.

The 1-Month historical standard deviation is at 0.33.

Historical Standard Deviation

Period	Value
1 Week	0.27
20 Days	0.26
1 Month	0.33
3 Months	0.39
100 Days	0.39
6 Months	0.33
9 Months	0.60
Year-to-date	0.37
1 Year	0.76
3 Years	2.19
5 Years	4.42

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	-17.40	50.51	18.71	-57.02	-24.24								-57.02	50.51	-5.89
2023							-10.04	-36.86	63.90	27.82	-51.42	80.28	-51.42	80.28	12.28
Summary
Avg Returns (%)	-17.40	50.51	18.71	-57.02	-24.24	nan	-10.04	-36.86	63.90	27.82	-51.42	80.28	-51.42	80.28	nan
Max Pos Return (%)	-17.40	50.51	18.71	-57.02	-24.24	0.00	-10.04	-36.86	63.90	27.82	-51.42	80.28	0.00	80.28	3.69
Max Neg Return (%)	-17.40	50.51	18.71	-57.02	-24.24	0.00	-10.04	-36.86	63.90	27.82	-51.42	80.28	0.00	80.28	3.69
Pos Occurences (%)	0	100	100	0	0	nan	0	0	100	100	0	100	0	100	nan
Neg Occurences (%)	100	0	0	100	100	nan	100	100	0	0	100	0	0	100	nan