Volatility Analysis

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Volatility: 
Days Factor: 
66.17 0.10(0.15%)05/20/2024
BTC iShares U.S. Pharmaceuticals ETF (IHE)
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  • For the given dates, IHE current volatility is at 7.59%.
  • The 1-Month historical standard deviation is at 1.01.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.52
    20 Days0.89
    1 Month1.01
    3 Months 65.03
    100 Days 66.71
    6 Months 59.21
    9 Months 51.06
    Year-to-date66.27
    1 Year45.01
    3 Years27.85
    5 Years26.70
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-33.4669.43-44.6812.49-29.11       -44.6869.43-5.07
    2023      27.24-50.9933.3174.05-45.8074.02-50.9974.0518.64
    Summary
    Avg Returns (%)-33.4669.43-44.6812.49-29.11nan27.24-50.9933.3174.05-45.8074.02-50.9974.05nan
    Max Pos Return (%)-33.4669.43-44.6812.49-29.110.0027.24-50.9933.3174.05-45.8074.020.0074.057.21
    Max Neg Return (%)-33.4669.43-44.6812.49-29.110.0027.24-50.9933.3174.05-45.8074.020.0074.057.21
    Pos Occurences (%)010001000nan100010010001000100nan
    Neg Occurences (%)10001000100nan01000010000100nan