Volatility Analysis
8.48 -0.02(-0.18%)05/17/2024
Invesco Advantage Municipal Income Trust II (VKI)
For the given dates, VKI current volatility is at 8.84%.
The 1-Month historical standard deviation is at 0.10.
Invesco Advantage Municipal Income Trust II (VKI)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.10 |
| 20 Days | 0.11 |
| 1 Month | 0.10 |
| 3 Months | 0.15 |
| 100 Days | 0.15 |
| 6 Months | 0.22 |
| 9 Months | 0.41 |
| Year-to-date | 0.14 |
| 1 Year | 0.37 |
| 3 Years | 1.38 |
| 5 Years | 1.15 |
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 | 101.66 | -17.08 | -41.55 | 49.08 | 39.20 | -41.55 | 101.66 | 26.26 | |||||||
| 2023 | -24.72 | 85.54 | 6.78 | 1.44 | -26.03 | -51.87 | -51.87 | 85.54 | -1.48 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 101.66 | -17.08 | -41.55 | 49.08 | 39.20 | nan | -24.72 | 85.54 | 6.78 | 1.44 | -26.03 | -51.87 | -51.87 | 101.66 | nan |
| Max Pos Return (%) | 101.66 | -17.08 | -41.55 | 49.08 | 39.20 | 0.00 | -24.72 | 85.54 | 6.78 | 1.44 | -26.03 | -51.87 | 0.00 | 101.66 | 10.20 |
| Max Neg Return (%) | 101.66 | -17.08 | -41.55 | 49.08 | 39.20 | 0.00 | -24.72 | 85.54 | 6.78 | 1.44 | -26.03 | -51.87 | 0.00 | 101.66 | 10.20 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | nan | 0 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | nan | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | nan |