ProShares Russell 2000 High Income ETF (ITWO)

41.25 +0.19 (+0.46%) USD  |  BATS  |  Nov 04, 16:00
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ITWO Annualized Standard Deviation of Monthly Returns (Since Inception)

Annualized Standard Deviation of Monthly Returns (Since Inception) Chart

View Annualized Standard Deviation of Monthly Returns (Since Inception) for ITWO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Annualized Standard Deviation of Monthly Returns (Since Inception) Data

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Date Value
October 31, 2024 --

Standard Deviation Definition

Standard deviation measures how much an investment's return deviates from its average over a specific period. Higher standard deviation indicates more volatility, while lower standard deviation signifies steadier returns. YCharts makes five types of standard deviation metrics over different time periods available: daily, monthly, quarterly, annualized monthly, and annualized quarterly.

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Annualized Standard Deviation of Monthly Returns (Since Inception) Range, Past 5 Years

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Minimum
Oct 2024
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Maximum
Oct 2024
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Average
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Median
Oct 2024

Annualized Standard Deviation of Monthly Returns (Since Inception) Benchmarks

NEOS Russell 2000 High Income ETF Upgrade
Global X Russell 2000 Covered Call ETF Upgrade
Global X S&P 500® Covered Call & Gr ETF Upgrade
Global X S&P 500® Risk Managed Inc ETF Upgrade
Global X Russell 2000 Cov Cl & Gr ETF Upgrade

Annualized Standard Deviation of Monthly Returns (Since Inception) Related Metrics

Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade