Volatility Analysis

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Volatility: 
Days Factor: 
7.64 -0.19(-2.43%)05/17/2024
ProShares Trust - ProShares Short Bitcoin Strategy ETF (BITI)
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  • For the given dates, BITI current volatility is at 47.88%.
  • The 1-Month historical standard deviation is at 0.43.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.30
    20 Days0.32
    1 Month0.43
    3 Months 1.49
    100 Days 1.96
    6 Months 2.80
    9 Months 5.03
    Year-to-date2.23
    1 Year5.14
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202440.73-1.4946.84-30.30-2.34       -30.3046.8410.69
    2023      -66.88242.49-61.27114.88-9.09-22.69-66.88242.4932.91
    Summary
    Avg Returns (%)40.73-1.4946.84-30.30-2.34nan-66.88242.49-61.27114.88-9.09-22.69-66.88242.49nan
    Max Pos Return (%)40.73-1.4946.84-30.30-2.340.00-66.88242.49-61.27114.88-9.09-22.690.00242.4920.91
    Max Neg Return (%)40.73-1.4946.84-30.30-2.340.00-66.88242.49-61.27114.88-9.09-22.690.00242.4920.91
    Pos Occurences (%)100010000nan01000100000100nan
    Neg Occurences (%)01000100100nan100010001001000100nan