Volatility | KlickAnalytics

Volatility Analysis

100.57 0.02(0.01%)05/17/2024
iShares 0-3 Month Treasury Bond ETF (SGOV)

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For the given dates, SGOV current volatility is at 0.26%.

The 1-Month historical standard deviation is at 0.12.

Historical Standard Deviation

Period	Value
1 Week	0.14
20 Days	0.14
1 Month	0.12
3 Months	0.13
100 Days	0.13
6 Months	0.16
9 Months	0.15
Year-to-date	0.13
1 Year	0.14
3 Years	0.58

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	-46.89	25.47	14.96	-30.85	43.16								-46.89	43.16	1.17
2023							-32.46	61.91	-37.96	60.49	-15.79	56.04	-37.96	61.91	15.37
Summary
Avg Returns (%)	-46.89	25.47	14.96	-30.85	43.16	nan	-32.46	61.91	-37.96	60.49	-15.79	56.04	-37.96	61.91	nan
Max Pos Return (%)	-46.89	25.47	14.96	-30.85	43.16	0.00	-32.46	61.91	-37.96	60.49	-15.79	56.04	0.00	61.91	8.17
Max Neg Return (%)	-46.89	25.47	14.96	-30.85	43.16	0.00	-32.46	61.91	-37.96	60.49	-15.79	56.04	0.00	61.91	8.17
Pos Occurences (%)	0	100	100	0	100	nan	0	100	0	100	0	100	0	100	nan
Neg Occurences (%)	100	0	0	100	0	nan	100	0	100	0	100	0	0	100	nan