Volatility Analysis

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Volatility: 
Days Factor: 
13.55 -0.03(-0.22%)05/20/2024
John Hancock Investors Trust (JHI)
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  • For the given dates, JHI current volatility is at 9.51%.
  • The 1-Month historical standard deviation is at 0.21.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.22
    20 Days0.24
    1 Month0.21
    3 Months 0.16
    100 Days 0.15
    6 Months 0.26
    9 Months 0.44
    Year-to-date0.15
    1 Year0.43
    3 Years1.56
    5 Years1.56
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-5.1117.37-12.3964.7027.48       -12.3964.7018.41
    2023      7.24-32.9930.8612.77-19.68-24.99-32.9930.86-4.47
    Summary
    Avg Returns (%)-5.1117.37-12.3964.7027.48nan7.24-32.9930.8612.77-19.68-24.99-32.9964.70nan
    Max Pos Return (%)-5.1117.37-12.3964.7027.480.007.24-32.9930.8612.77-19.68-24.990.0064.705.44
    Max Neg Return (%)-5.1117.37-12.3964.7027.480.007.24-32.9930.8612.77-19.68-24.990.0064.705.44
    Pos Occurences (%)01000100100nan1000100100000100nan
    Neg Occurences (%)100010000nan0100001001000100nan