Markets Data Volatility Heatmap Portfolio Calculator

XLV Deep Analytical Report

State Street Health Care Select Sector SPDR ETF | Category: Equity Large Cap | Ann. Div Yield: 1.15% ($1.81) | Last Updated: 2026-02-22 | Data Range: 1998-12-01 → 2026-02-01 (327 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)		 H-L DoR σ
(Historical)		 O-C DoR σ
(Historical)		 5Y ATRP
(Avg)		 Binomial IV
(Period)		 Yahoo IV
(Period)		 1σ Lower
(68.27%)		 1σ Upper 2σ Lower
(95.45%)		 2σ Upper
Daily 1.12% 0.94% 0.97% 1.29% 1.39% 2.18% 154.66 159.01 152.54 161.23
Weekly 2.44% 2.38% 2.35% 2.98% 3.05% 4.80% 152.11 161.68 147.54 166.68
Monthly 4.08% 4.82% 4.08% 6.40% 6.35% 9.99% 147.17 167.10 138.12 178.05
Quarterly 6.17% 7.43% 6.17% 10.50% 10.99% 17.30% 140.49 175.05 125.86 195.39
Annual — — — — 21.99% 34.60% 125.86 195.39 101.02 243.44
Option Time Horizon — — — — 7.19% 11.31% 145.94 168.51 135.82 181.06
Calculation Notes: Computed at 2026-02-22T14:25 UTC  |  Reference Contract: Call option expiring 2026-04-02 (39 days)  |  Spot Price (S): $156.82  |  Strike (K): $162.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.4000 (Bid $0.0000 / Ask $4.8000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.15%  |  Binomial IV (Annual): 21.99% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.89% (European Black-Scholes)  |  Yahoo IV (Annual): 34.60% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2025-12-22 $0.6570
2025-09-22 $0.6250
2025-06-23 $0.6300
2025-03-24 $0.5650
2024-12-23 $0.6220
2024-09-23 $0.5770
2024-06-24 $0.5730
2024-03-18 $0.5230
2023-12-18 $0.5980
2023-09-18 $0.5400
2023-06-20 $0.5420
2023-03-20 $0.4890
2022-12-19 $0.5560
2022-09-19 $0.5060
2022-06-21 $0.5040
2022-03-21 $0.4260
2021-12-20 $0.5280
2021-09-20 $0.4670
2021-06-21 $0.4810
2021-03-22 $0.3980
2020-12-21 $0.4640
2020-09-21 $0.4180
2020-06-22 $0.4250
2020-03-23 $0.3820
2019-12-30 $0.6660
2019-12-20 $0.4220
2019-09-20 $0.3800
2019-06-21 $0.3980
2019-03-15 $0.3410
2018-12-21 $0.3800
2018-09-21 $0.3670
2018-06-15 $0.3160
2018-03-16 $0.3000
2017-12-15 $0.3310
2017-09-15 $0.3050
2017-06-16 $0.3080
2017-03-17 $0.2740
2016-12-16 $0.3050
2016-09-16 $0.2790
2016-06-17 $0.2850
2016-03-18 $0.2370
2015-12-18 $0.3030
2015-09-18 $0.2610
2015-06-19 $0.2610
2015-03-20 $0.2080
2014-12-19 $0.2600
2014-09-19 $0.2310
2014-06-20 $0.2260
2014-03-21 $0.2050
2013-12-20 $0.2250
2013-09-20 $0.2130
2013-06-21 $0.2120
2013-03-15 $0.1940
2012-12-21 $0.2190
2012-09-21 $0.1990
2012-06-15 $0.1990
2012-03-16 $0.1860
2011-12-16 $0.1880
2011-09-16 $0.1770
2011-06-17 $0.1700
2011-03-18 $0.1450
2010-12-17 $0.1640
2010-09-17 $0.1540
2010-06-18 $0.1510
2010-03-19 $0.1080
2009-12-18 $0.1710
2009-09-18 $0.1270
2009-06-19 $0.1300
2009-03-20 $0.1460
2008-12-19 $0.1580
2008-09-19 $0.1420
2008-06-20 $0.1420
2008-03-20 $0.1390
2007-12-21 $0.1300
2007-09-21 $0.1230
2007-06-15 $0.1930
2007-03-16 $0.1240
2006-12-15 $0.1170
2006-09-15 $0.1130
2006-06-16 $0.1110
2006-03-17 $0.1070
2005-12-16 $0.1040
2005-09-16 $0.0960
2005-06-17 $0.0960
2005-03-18 $0.1010
2004-12-17 $0.0930
2004-09-17 $0.0890
2004-06-18 $0.0860
2004-03-19 $0.0750
2003-12-19 $0.1030
2003-09-19 $0.0860
2003-06-20 $0.0860
2003-03-21 $0.0720
2002-12-20 $0.0990
2002-09-20 $0.0790
2002-06-21 $0.0070
2002-03-15 $0.0130
2001-12-21 $0.0470
2001-09-21 $0.0090
2001-06-15 $0.0120
2001-03-16 $0.0050
2000-12-18 $0.0050
1999-12-20 $0.1760
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.03. Further, an Excess Kurtosis of 8.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.34%510.75%0.75%
-3.34% to -2.49%771.13%1.87%
-2.49% to -1.65%2453.59%5.46%
-1.65% to -0.81%76511.20%16.66%
-0.81% to 0.04%223632.73%49.39%
0.04% to 0.88%228733.48%82.87%
0.88% to 1.73%84012.30%95.17%
1.73% to 2.57%2323.40%98.57%
2.57% to 3.41%600.88%99.44%
Greater than 3.41%380.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.09%1.16% 77.85%68.27%
±2σ -2.21%2.29% 95.21%95.45%
±3σ -3.34%3.41% 98.70%99.73%
Descriptive Statistics
Mean0.039%
Standard Error0.014%
Median0.056%
Mode0.000%
Standard Deviation1.125%
Sample Variance1.266%
Kurtosis8.86
Skewness-0.03
Range21.916%
Minimum-9.861%
Maximum12.055%
Count6831
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.789% 3567 52.22% 0.412%
Negative -0.801% 3178 46.52% -0.373%
Zero 0.000% 86 1.26% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.12%
20 1 Month 1.30%
60 1 Quarter 1.24%
250 1 Year 1.44%
750 3 Years 1.20%
1,250 5 Years 1.29%
2,500 10 Years 1.32%
5,000 20 Years 1.38%
12,500 50 Years 1.44%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.76. Further, an Excess Kurtosis of 84.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.50%00.00%0.00%
-1.50% to -0.79%00.00%0.00%
-0.79% to -0.08%00.00%0.00%
-0.08% to 0.63%75211.01%11.01%
0.63% to 1.33%361552.91%63.92%
1.33% to 2.04%160523.49%87.41%
2.04% to 2.75%4967.26%94.67%
2.75% to 3.46%1802.63%97.31%
3.46% to 4.17%761.11%98.42%
Greater than 4.17%1081.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.39%2.28% 90.32%68.27%
±2σ -0.55%3.22% 96.84%95.45%
±3σ -1.50%4.17% 98.42%99.73%
Descriptive Statistics
Mean1.335%
Standard Error0.011%
Median1.115%
Mode1.043%
Standard Deviation0.944%
Sample Variance0.891%
Kurtosis84.20
Skewness5.76
Range25.281%
Minimum0.218%
Maximum25.499%
Count6832
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.335% 6832 100.00% 1.335%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.34. Further, an Excess Kurtosis of 7.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.92%420.61%0.61%
-2.92% to -2.19%590.86%1.48%
-2.19% to -1.46%2123.10%4.58%
-1.46% to -0.73%85812.56%17.14%
-0.73% to 0.00%240835.25%52.39%
0.00% to 0.73%208430.50%82.89%
0.73% to 1.47%78211.45%94.34%
1.47% to 2.20%2603.81%98.14%
2.20% to 2.93%691.01%99.15%
Greater than 2.93%580.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.97%0.98% 77.31%68.27%
±2σ -1.95%1.95% 94.96%95.45%
±3σ -2.92%2.93% 98.54%99.73%
Descriptive Statistics
Mean0.004%
Standard Error0.012%
Median-0.027%
Mode0.000%
Standard Deviation0.975%
Sample Variance0.951%
Kurtosis7.47
Skewness0.34
Range17.327%
Minimum-7.407%
Maximum9.920%
Count6832
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.722% 3253 47.61% 0.344%
Negative -0.669% 3472 50.82% -0.340%
Zero 0.000% 107 1.57% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 6.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.12%151.06%1.06%
-7.12% to -5.29%80.56%1.62%
-5.29% to -3.47%584.09%5.72%
-3.47% to -1.64%16411.57%17.29%
-1.64% to 0.19%44831.62%48.91%
0.19% to 2.01%48534.23%83.13%
2.01% to 3.84%18212.84%95.98%
3.84% to 5.67%332.33%98.31%
5.67% to 7.49%151.06%99.36%
Greater than 7.49%90.64%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.25%2.62% 78.05%68.27%
±2σ -4.68%5.06% 95.06%95.45%
±3σ -7.12%7.49% 98.31%99.73%
Descriptive Statistics
Mean0.186%
Standard Error0.065%
Median0.234%
Mode0.000%
Standard Deviation2.435%
Sample Variance5.927%
Kurtosis6.06
Skewness0.15
Range32.485%
Minimum-13.254%
Maximum19.231%
Count1417
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.764% 773 54.55% 0.962%
Negative -1.724% 638 45.02% -0.776%
Zero 0.000% 6 0.42% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 2.65%
12 1 Quarter 2.67%
52 1 Year 3.32%
156 3 Years 2.78%
260 5 Years 2.98%
520 10 Years 3.10%
1,040 20 Years 3.18%
2,600 50 Years 3.39%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.28. Further, an Excess Kurtosis of 34.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.72%00.00%0.00%
-3.72% to -1.93%00.00%0.00%
-1.93% to -0.15%00.00%0.00%
-0.15% to 1.64%16811.85%11.85%
1.64% to 3.42%74752.68%64.53%
3.42% to 5.21%32522.92%87.45%
5.21% to 6.99%1027.19%94.64%
6.99% to 8.78%312.19%96.83%
8.78% to 10.57%191.34%98.17%
Greater than 10.57%261.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.04%5.80% 89.63%68.27%
±2σ -1.34%8.18% 96.33%95.45%
±3σ -3.72%10.57% 98.17%99.73%
Descriptive Statistics
Mean3.423%
Standard Error0.063%
Median2.850%
Mode3.345%
Standard Deviation2.381%
Sample Variance5.668%
Kurtosis34.56
Skewness4.28
Range34.282%
Minimum0.699%
Maximum34.981%
Count1418
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.423% 1418 100.00% 3.423%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.69. Further, an Excess Kurtosis of 6.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.10%50.35%0.35%
-7.10% to -5.34%140.99%1.34%
-5.34% to -3.57%342.40%3.74%
-3.57% to -1.80%20014.10%17.84%
-1.80% to -0.04%49034.56%52.40%
-0.04% to 1.73%44531.38%83.78%
1.73% to 3.50%14810.44%94.22%
3.50% to 5.26%533.74%97.95%
5.26% to 7.03%140.99%98.94%
Greater than 7.03%151.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.39%2.32% 77.08%68.27%
±2σ -4.75%4.67% 94.99%95.45%
±3σ -7.10%7.03% 98.59%99.73%
Descriptive Statistics
Mean-0.037%
Standard Error0.063%
Median-0.150%
Mode0.000%
Standard Deviation2.355%
Sample Variance5.545%
Kurtosis6.19
Skewness0.69
Range30.618%
Minimum-14.611%
Maximum16.007%
Count1418
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.751% 656 46.26% 0.810%
Negative -1.594% 754 53.17% -0.848%
Zero 0.000% 8 0.56% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.29. Further, an Excess Kurtosis of 0.55 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.48%20.61%0.61%
-11.48% to -8.42%30.92%1.53%
-8.42% to -5.36%195.83%7.36%
-5.36% to -2.30%4814.72%22.09%
-2.30% to 0.76%7924.23%46.32%
0.76% to 3.82%10632.52%78.83%
3.82% to 6.88%5115.64%94.48%
6.88% to 9.94%164.91%99.39%
9.94% to 13.00%20.61%100.00%
Greater than 13.00%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.32%4.84% 69.94%68.27%
±2σ -7.40%8.92% 94.79%95.45%
±3σ -11.49%13.00% 99.39%99.73%
Descriptive Statistics
Mean0.758%
Standard Error0.226%
Median1.063%
Mode-6.587%
Standard Deviation4.081%
Sample Variance16.655%
Kurtosis0.55
Skewness-0.29
Range27.067%
Minimum-14.479%
Maximum12.588%
Count326
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.371% 196 60.12% 2.027%
Negative -3.182% 130 39.88% -1.269%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 4.43%
12 1 Year 6.57%
36 3 Years 5.86%
60 5 Years 6.40%
120 10 Years 6.69%
240 20 Years 6.78%
600 50 Years 7.16%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.08. Further, an Excess Kurtosis of 12.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.94%00.00%0.00%
-6.94% to -3.32%00.00%0.00%
-3.32% to 0.30%00.00%0.00%
0.30% to 3.92%3811.62%11.62%
3.92% to 7.54%17553.52%65.14%
7.54% to 11.15%7121.71%86.85%
11.15% to 14.77%216.42%93.27%
14.77% to 18.39%113.36%96.64%
18.39% to 22.01%51.53%98.17%
Greater than 22.01%61.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.71%12.36% 88.07%68.27%
±2σ -2.11%17.18% 96.02%95.45%
±3σ -6.94%22.01% 98.17%99.73%
Descriptive Statistics
Mean7.535%
Standard Error0.267%
Median6.283%
Mode3.347%
Standard Deviation4.824%
Sample Variance23.270%
Kurtosis12.98
Skewness3.08
Range34.033%
Minimum2.414%
Maximum36.447%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.535% 327 100.00% 7.535%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.49. Further, an Excess Kurtosis of 1.21 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.61%10.31%0.31%
-12.61% to -9.55%10.31%0.61%
-9.55% to -6.49%133.98%4.59%
-6.49% to -3.43%5316.21%20.80%
-3.43% to -0.38%11434.86%55.66%
-0.38% to 2.68%7222.02%77.68%
2.68% to 5.74%5316.21%93.88%
5.74% to 8.79%144.28%98.17%
8.79% to 11.85%30.92%99.08%
Greater than 11.85%30.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.45%3.70% 70.64%68.27%
±2σ -8.53%7.77% 96.33%95.45%
±3σ -12.60%11.85% 98.78%99.73%
Descriptive Statistics
Mean-0.377%
Standard Error0.225%
Median-0.829%
Mode-2.783%
Standard Deviation4.076%
Sample Variance16.612%
Kurtosis1.21
Skewness0.49
Range30.957%
Minimum-14.148%
Maximum16.809%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.479% 133 40.67% 1.415%
Negative -3.053% 192 58.72% -1.793%
Zero 0.000% 2 0.61% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.47. Further, an Excess Kurtosis of 0.66 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.34%21.83%1.83%
-16.34% to -11.71%00.00%1.83%
-11.71% to -7.08%32.75%4.59%
-7.08% to -2.45%1715.60%20.18%
-2.45% to 2.18%3330.28%50.46%
2.18% to 6.81%2926.61%77.06%
6.81% to 11.44%1917.43%94.50%
11.44% to 16.07%65.50%100.00%
16.07% to 20.70%00.00%100.00%
Greater than 20.70%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.00%8.35% 72.48%68.27%
±2σ -10.17%14.52% 97.25%95.45%
±3σ -16.34%20.70% 98.17%99.73%
Descriptive Statistics
Mean2.177%
Standard Error0.591%
Median2.163%
Mode7.450%
Standard Deviation6.173%
Sample Variance38.109%
Kurtosis0.66
Skewness-0.47
Range34.246%
Minimum-18.406%
Maximum15.840%
Count109
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.514% 73 66.97% 3.693%
Negative -4.590% 36 33.03% -1.516%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 9.86%
12 3 Years 10.12%
20 5 Years 10.50%
40 10 Years 11.31%
80 20 Years 11.89%
200 50 Years 12.31%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.63. Further, an Excess Kurtosis of 7.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.82%00.00%0.00%
-8.82% to -3.25%00.00%0.00%
-3.25% to 2.33%00.00%0.00%
2.33% to 7.90%87.27%7.27%
7.90% to 13.47%6660.00%67.27%
13.47% to 19.05%2421.82%89.09%
19.05% to 24.62%43.64%92.73%
24.62% to 30.20%32.73%95.45%
30.20% to 35.77%00.00%95.45%
Greater than 35.77%54.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.04%20.91% 89.09%68.27%
±2σ -1.39%28.34% 95.45%95.45%
±3σ -8.82%35.77% 95.45%99.73%
Descriptive Statistics
Mean13.475%
Standard Error0.708%
Median11.360%
Mode13.350%
Standard Deviation7.431%
Sample Variance55.213%
Kurtosis7.96
Skewness2.63
Range44.112%
Minimum3.289%
Maximum47.401%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.475% 110 100.00% 13.475%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.94. Further, an Excess Kurtosis of 1.94 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.89%00.00%0.00%
-19.89% to -15.26%00.00%0.00%
-15.26% to -10.63%32.73%2.73%
-10.63% to -6.00%2320.91%23.64%
-6.00% to -1.37%3330.00%53.64%
-1.37% to 3.26%3027.27%80.91%
3.26% to 7.89%1513.64%94.55%
7.89% to 12.52%43.64%98.18%
12.52% to 17.15%00.00%98.18%
Greater than 17.15%21.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.54%4.80% 70.00%68.27%
±2σ -13.71%10.98% 97.27%95.45%
±3σ -19.89%17.15% 98.18%99.73%
Descriptive Statistics
Mean-1.368%
Standard Error0.589%
Median-1.844%
Mode-13.384%
Standard Deviation6.173%
Sample Variance38.112%
Kurtosis1.94
Skewness0.94
Range35.526%
Minimum-13.384%
Maximum22.142%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.935% 40 36.36% 1.795%
Negative -4.970% 70 63.64% -3.163%
Zero 0.000% 0 0.00% 0.000%