10-day Volatility
8.17%
+0.12%+1.49%
03 December 2024
1-month Volatility
13.17%
-0.20%-1.50%
03 December 2024
3-month Volatility
13.81%
-0.67%-4.63%
03 December 2024
1-year Volatility
16.85%
-0.03%-0.18%
03 December 2024
Summary:
IMOM ETF 10-day historical volatility is 8.17%, with the most recent change of +0.12% (+1.49%) on 03 December 2024.IMOM Volatility Chart
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IMOM Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | +1.5% | -1.5% | -4.6% | -0.2% |
| 1 m1 month | -36.2% | +16.0% | -25.5% | -0.9% |
| 3 m3 months | -55.5% | -47.5% | -39.6% | -2.3% |
| 6 m6 months | -48.5% | +6.7% | -4.2% | +12.3% |
| ytdytd | -61.2% | -23.7% | -18.0% | +6.6% |
| 1 y1 year | -18.6% | -6.9% | -11.3% | +3.1% |
| 5 y5 years | -31.8% | +40.3% | +19.3% | +26.8% |
IMOM Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 17.23% | -52.6% | 7.33% | -10.3% |
| 3 m | 3 months | 21.60% | -62.2% | 7.33% | -10.3% |
| 6 m | 6 months | 44.05% | -81.5% | 7.33% | -10.3% |
| 1 y | 1 year | 44.05% | -81.5% | 4.43% | -45.8% |
| 3 y | 3 years | 44.05% | -81.5% | 4.43% | -45.8% |
| 5 y | 5 years | 108.57% | -92.5% | 4.43% | -45.8% |
| alltime | all time | 108.57% | -92.5% | 0.00% | -100.0% |
IMOM Volatility History
| Date | Value |
|---|---|
| 2024 | 8.17%(-61.2%) |
| 2023 | 21.07%(-27.9%) |
| 2022 | 29.23%(+68.5%) |
| 2021 | 17.35%(+45.2%) |
| 2020 | 11.95%(+26.6%) |
| Date | Value |
|---|---|
| 2019 | 9.44%(-58.9%) |
| 2018 | 22.95%(+87.3%) |
| 2017 | 12.25%(+0.3%) |
| 2016 | 12.21%(-38.0%) |
| 2015 | 19.68% |
FAQ
- What is Alpha Architect International Quantitative Momentum ETF 10-day historical volatility?
- What is the all time high 10-day volatility for Alpha Architect International Quantitative Momentum ETF?
- What is IMOM 10-day historical volatility year-to-date change?
- What is Alpha Architect International Quantitative Momentum ETF 10-day volatility year-on-year change?
What is Alpha Architect International Quantitative Momentum ETF 10-day historical volatility?
The current 10-day volatility of IMOM is 8.17%
What is the all time high 10-day volatility for Alpha Architect International Quantitative Momentum ETF?
Alpha Architect International Quantitative Momentum ETF all-time high 10-day historical volatility is 108.57%
What is IMOM 10-day historical volatility year-to-date change?
Alpha Architect International Quantitative Momentum ETF 10-day historical volatility has changed by -12.90% (-61.22%) since the beginning of the year
What is Alpha Architect International Quantitative Momentum ETF 10-day volatility year-on-year change?
Over the past year, IMOM 10-day historical volatility has changed by -1.87% (-18.63%)