Volatility Analysis

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Volatility: 
Days Factor: 
7.85 -0.03(-0.32%)05/20/2024
Western Asset Intermediate Muni Fund Inc (SBI)
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  • For the given dates, SBI current volatility is at 4.94%.
  • The 1-Month historical standard deviation is at 0.07.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.06
    20 Days0.05
    1 Month0.07
    3 Months 0.09
    100 Days 0.08
    6 Months 0.16
    9 Months 0.27
    Year-to-date0.08
    1 Year0.24
    3 Years0.74
    5 Years0.62
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202432.64-5.28-20.56-24.130.64       -24.1332.64-3.34
    2023      11.84-8.5332.81-23.9435.47-29.20-29.2035.473.08
    Summary
    Avg Returns (%)32.64-5.28-20.56-24.130.64nan11.84-8.5332.81-23.9435.47-29.20-29.2035.47nan
    Max Pos Return (%)32.64-5.28-20.56-24.130.640.0011.84-8.5332.81-23.9435.47-29.200.0035.470.15
    Max Neg Return (%)32.64-5.28-20.56-24.130.640.0011.84-8.5332.81-23.9435.47-29.200.0035.470.15
    Pos Occurences (%)100000100nan1000100010000100nan
    Neg Occurences (%)01001001000nan0100010001000100nan