Histogram of ETF Daily Total Returns

Volatility is measured by the (annualized) standard deviation of daily returns. Volatile ETFs have return distributions that are very spread out. By contrast, low volatility ETFs have tight distributions, where the daily returns are clustered around the average.
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Histogram Of Daily Returns: Sep 28, 2021 - Sep 28, 2022

Histogram of daily returns

  SPY INDA
Mean Average +0.0% +0.0%
St. Dev. 1.4 % 1.2 %
Volatility 21.8 % 19.7 %
Total Return -13.3% -10.1%
Max Daily Rtn +3.2% +4.1%
Min Daily Rtn -4.3% -3.2%
Positive Days 124 (49.2 %) 117 (46.4 %)
Negative Days 127 (50.4 %) 131 (52.0 %)
Unchanged Days 1 (0.4 %) 4 (1.6 %)