Volatility Analysis
12.44 0.05(0.40%)10/31/2024
Invesco Value Municipal Income Trust (IIM)
For the given dates, IIM current volatility is at 9.39%.
The 1-Month historical standard deviation is at 0.18.
Invesco Value Municipal Income Trust (IIM)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.07 |
| 20 Days | 0.14 |
| 1 Month | 0.18 |
| 3 Months | 0.15 |
| 100 Days | 0.18 |
| 6 Months | 0.41 |
| 9 Months | 0.48 |
| Year-to-date | 0.49 |
| 1 Year | 0.58 |
| 3 Years | 1.11 |
| 5 Years | 1.25 |
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 | 56.15 | -18.28 | -33.46 | 74.32 | 129.29 | -81.10 | 190.06 | -43.08 | -13.13 | 77.29 | -81.10 | 190.06 | 33.81 | ||
| 2023 | -43.92 | -43.92 | -43.92 | -43.92 | |||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 56.15 | -18.28 | -33.46 | 74.32 | 129.29 | -81.10 | 190.06 | -43.08 | -13.13 | 77.29 | nan | -43.92 | -43.92 | 190.06 | nan |
| Max Pos Return (%) | 56.15 | -18.28 | -33.46 | 74.32 | 129.29 | -81.10 | 190.06 | -43.08 | -13.13 | 77.29 | 0.00 | -43.92 | 0.00 | 190.06 | 24.51 |
| Max Neg Return (%) | 56.15 | -18.28 | -33.46 | 74.32 | 129.29 | -81.10 | 190.06 | -43.08 | -13.13 | 77.29 | 0.00 | -43.92 | 0.00 | 190.06 | 24.51 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 100 | 100 | nan |