Volatility Analysis
13.55 -0.03(-0.22%)05/20/2024
John Hancock Investors Trust (JHI)
For the given dates, JHI current volatility is at 9.51%.
The 1-Month historical standard deviation is at 0.21.
John Hancock Investors Trust (JHI)
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Historical Standard Deviation
Period | Value |
1 Week | 0.22 |
20 Days | 0.24 |
1 Month | 0.21 |
3 Months | 0.16 |
100 Days | 0.15 |
6 Months | 0.26 |
9 Months | 0.44 |
Year-to-date | 0.15 |
1 Year | 0.43 |
3 Years | 1.56 |
5 Years | 1.56 |
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 | -5.11 | 17.37 | -12.39 | 64.70 | 27.48 | -12.39 | 64.70 | 18.41 | |||||||
2023 | 7.24 | -32.99 | 30.86 | 12.77 | -19.68 | -24.99 | -32.99 | 30.86 | -4.47 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -5.11 | 17.37 | -12.39 | 64.70 | 27.48 | nan | 7.24 | -32.99 | 30.86 | 12.77 | -19.68 | -24.99 | -32.99 | 64.70 | nan |
Max Pos Return (%) | -5.11 | 17.37 | -12.39 | 64.70 | 27.48 | 0.00 | 7.24 | -32.99 | 30.86 | 12.77 | -19.68 | -24.99 | 0.00 | 64.70 | 5.44 |
Max Neg Return (%) | -5.11 | 17.37 | -12.39 | 64.70 | 27.48 | 0.00 | 7.24 | -32.99 | 30.86 | 12.77 | -19.68 | -24.99 | 0.00 | 64.70 | 5.44 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | nan | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan |