Volatility Analysis
10.79 -0.04(-0.39%)05/17/2024
TCP Capital Corp (TCPC)
For the given dates, TCPC current volatility is at 9.44%.
The 1-Month historical standard deviation is at 0.14.
TCP Capital Corp (TCPC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.15 |
| 20 Days | 0.16 |
| 1 Month | 0.14 |
| 3 Months | 0.43 |
| 100 Days | 0.49 |
| 6 Months | 0.70 |
| 9 Months | 0.78 |
| Year-to-date | 0.63 |
| 1 Year | 0.73 |
| 3 Years | 1.03 |
| 5 Years | 1.89 |
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 | -29.08 | 152.73 | -13.13 | -35.61 | -28.61 | -35.61 | 152.73 | 9.26 | |||||||
| 2023 | -16.28 | -11.25 | 1.24 | -16.68 | -19.82 | 34.02 | -19.82 | 34.02 | -4.80 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -29.08 | 152.73 | -13.13 | -35.61 | -28.61 | nan | -16.28 | -11.25 | 1.24 | -16.68 | -19.82 | 34.02 | -19.82 | 152.73 | nan |
| Max Pos Return (%) | -29.08 | 152.73 | -13.13 | -35.61 | -28.61 | 0.00 | -16.28 | -11.25 | 1.24 | -16.68 | -19.82 | 34.02 | 0.00 | 152.73 | 1.46 |
| Max Neg Return (%) | -29.08 | 152.73 | -13.13 | -35.61 | -28.61 | 0.00 | -16.28 | -11.25 | 1.24 | -16.68 | -19.82 | 34.02 | 0.00 | 152.73 | 1.46 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 0 | nan | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 100 | nan | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | nan |