Volatility Analysis

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Volatility: 
Days Factor: 
3.69 0.01(0.27%)05/20/2024
Gabelli Convertible and Income Securities Fund Inc (GCV)
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  • For the given dates, GCV current volatility is at 19.11%.
  • The 1-Month historical standard deviation is at 0.08.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.06
    1 Month0.08
    3 Months 0.08
    100 Days 0.08
    6 Months 0.09
    9 Months 0.17
    Year-to-date0.07
    1 Year0.27
    3 Years0.66
    5 Years0.67
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-51.3344.62-1.68-17.7774.47       -51.3374.479.66
    2023      -28.99-9.925.105.82-18.3661.06-28.9961.062.45
    Summary
    Avg Returns (%)-51.3344.62-1.68-17.7774.47nan-28.99-9.925.105.82-18.3661.06-28.9974.47nan
    Max Pos Return (%)-51.3344.62-1.68-17.7774.470.00-28.99-9.925.105.82-18.3661.060.0074.475.25
    Max Neg Return (%)-51.3344.62-1.68-17.7774.470.00-28.99-9.925.105.82-18.3661.060.0074.475.25
    Pos Occurences (%)010000100nan0010010001000100nan
    Neg Occurences (%)10001001000nan1001000010000100nan