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: Jan 26, 2022 - Jan 27, 2023

Histogram of daily returns

  SPY INDA
Mean Average +0.0% +0.0%
St. Dev. 1.5 % 1.2 %
Volatility 24.2 % 19.8 %
Total Return -4.9% -8.2%
Max Daily Rtn +5.5% +4.1%
Min Daily Rtn -4.3% -3.2%
Positive Days 115 (45.6 %) 120 (47.6 %)
Negative Days 136 (54.0 %) 128 (50.8 %)
Unchanged Days 1 (0.4 %) 4 (1.6 %)