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: 1.25% ($1.81) | Last Updated: 2026-03-24 | Data Range: 1998-12-01 → 2026-03-01 (328 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% 1.30% — 1.67% 142.76 147.06 140.65 149.26
Weekly 2.44% 2.38% 2.36% 3.00% — 3.68% 140.23 149.70 135.73 154.67
Monthly 4.12% 4.82% 4.11% 6.46% — 7.67% 135.36 155.09 126.46 166.00
Quarterly 6.23% 7.37% 6.22% 10.84% — 13.28% 128.79 163.00 114.48 183.38
Annual — — — — — 26.56% 114.48 183.38 90.45 232.10
Option Time Horizon — — — — — 10.02% 132.56 158.36 121.28 173.09
Calculation Notes: Computed at 2026-03-23T16:43 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $144.89  |  Strike (K): $145.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $5.3250 (Bid $4.8000 / Ask $5.8500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.25%  |  Binomial IV (Annual): 0.00% (CRR binomial tree, American, n=20 steps)  |  BS IV: 23.56% (European Black-Scholes)  |  Yahoo IV (Annual): 26.56% → 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 8.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.34%510.74%0.74%
-3.34% to -2.49%771.12%1.87%
-2.49% to -1.65%2463.59%5.46%
-1.65% to -0.81%77011.24%16.70%
-0.81% to 0.04%224632.78%49.47%
0.04% to 0.88%228833.39%82.87%
0.88% to 1.73%84312.30%95.17%
1.73% to 2.57%2333.40%98.57%
2.57% to 3.41%600.88%99.45%
Greater than 3.41%380.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.09%1.16% 77.83%68.27%
±2σ -2.21%2.29% 95.24%95.45%
±3σ -3.34%3.41% 98.70%99.73%
Descriptive Statistics
Mean0.038%
Standard Error0.014%
Median0.055%
Mode0.000%
Standard Deviation1.125%
Sample Variance1.265%
Kurtosis8.84
Skewness-0.03
Range21.916%
Minimum-9.861%
Maximum12.055%
Count6852
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.789% 3572 52.13% 0.411%
Negative -0.801% 3194 46.61% -0.373%
Zero 0.000% 86 1.25% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.52%
20 1 Month 1.57%
60 1 Quarter 1.36%
250 1 Year 1.46%
750 3 Years 1.20%
1,250 5 Years 1.30%
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 84.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.49%00.00%0.00%
-1.49% to -0.79%00.00%0.00%
-0.79% to -0.08%00.00%0.00%
-0.08% to 0.63%75711.05%11.05%
0.63% to 1.33%362052.82%63.87%
1.33% to 2.04%161423.55%87.42%
2.04% to 2.75%4987.27%94.69%
2.75% to 3.46%1802.63%97.32%
3.46% to 4.16%761.11%98.42%
Greater than 4.16%1081.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.39%2.28% 90.34%68.27%
±2σ -0.55%3.22% 96.82%95.45%
±3σ -1.49%4.16% 98.42%99.73%
Descriptive Statistics
Mean1.335%
Standard Error0.011%
Median1.115%
Mode1.043%
Standard Deviation0.943%
Sample Variance0.889%
Kurtosis84.35
Skewness5.76
Range25.281%
Minimum0.218%
Maximum25.499%
Count6853
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.335% 6853 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 7.45 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%1.47%
-2.19% to -1.46%2143.12%4.60%
-1.46% to -0.73%86312.59%17.19%
-0.73% to 0.01%240835.14%52.33%
0.01% to 0.74%209130.51%82.84%
0.74% to 1.47%79011.53%94.37%
1.47% to 2.20%2593.78%98.15%
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% 77.25%68.27%
±2σ -1.95%1.95% 94.97%95.45%
±3σ -2.92%2.93% 98.54%99.73%
Descriptive Statistics
Mean0.005%
Standard Error0.012%
Median-0.026%
Mode0.000%
Standard Deviation0.975%
Sample Variance0.950%
Kurtosis7.45
Skewness0.34
Range17.327%
Minimum-7.407%
Maximum9.920%
Count6853
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.722% 3267 47.67% 0.344%
Negative -0.669% 3479 50.77% -0.340%
Zero 0.000% 107 1.56% 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 6.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.13%151.06%1.06%
-7.13% to -5.30%80.56%1.62%
-5.30% to -3.47%594.15%5.77%
-3.47% to -1.65%16511.61%17.38%
-1.65% to 0.18%44831.53%48.91%
0.18% to 2.01%48634.20%83.11%
2.01% to 3.83%18312.88%95.99%
3.83% to 5.66%332.32%98.31%
5.66% to 7.49%151.06%99.37%
Greater than 7.49%90.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.26%2.62% 77.90%68.27%
±2σ -4.69%5.05% 95.07%95.45%
±3σ -7.13%7.49% 98.31%99.73%
Descriptive Statistics
Mean0.180%
Standard Error0.065%
Median0.233%
Mode0.000%
Standard Deviation2.436%
Sample Variance5.933%
Kurtosis6.03
Skewness0.15
Range32.485%
Minimum-13.254%
Maximum19.231%
Count1421
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.763% 774 54.47% 0.960%
Negative -1.729% 641 45.11% -0.780%
Zero 0.000% 6 0.42% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 3.85%
12 1 Quarter 3.09%
52 1 Year 3.44%
156 3 Years 2.80%
260 5 Years 3.00%
520 10 Years 3.11%
1,040 20 Years 3.19%
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 34.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.71%00.00%0.00%
-3.71% to -1.93%00.00%0.00%
-1.93% to -0.14%00.00%0.00%
-0.14% to 1.64%16911.88%11.88%
1.64% to 3.42%74852.60%64.49%
3.42% to 5.21%32723.00%87.48%
5.21% to 6.99%1027.17%94.66%
6.99% to 8.78%312.18%96.84%
8.78% to 10.56%191.34%98.17%
Greater than 10.56%261.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.05%5.80% 89.66%68.27%
±2σ -1.33%8.18% 96.27%95.45%
±3σ -3.71%10.56% 98.17%99.73%
Descriptive Statistics
Mean3.425%
Standard Error0.063%
Median2.851%
Mode3.345%
Standard Deviation2.378%
Sample Variance5.655%
Kurtosis34.62
Skewness4.28
Range34.282%
Minimum0.699%
Maximum34.981%
Count1422
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.425% 1422 100.00% 3.425%
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 6.16 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 -5.33%140.98%1.34%
-5.33% to -3.57%342.39%3.73%
-3.57% to -1.80%20114.14%17.86%
-1.80% to -0.03%49534.81%52.67%
-0.03% to 1.74%44131.01%83.68%
1.74% to 3.50%14910.48%94.16%
3.50% to 5.27%543.80%97.96%
5.27% to 7.04%140.98%98.95%
Greater than 7.04%151.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.39%2.32% 77.14%68.27%
±2σ -4.74%4.68% 95.01%95.45%
±3σ -7.10%7.04% 98.59%99.73%
Descriptive Statistics
Mean-0.032%
Standard Error0.062%
Median-0.150%
Mode0.000%
Standard Deviation2.356%
Sample Variance5.549%
Kurtosis6.16
Skewness0.69
Range30.618%
Minimum-14.611%
Maximum16.007%
Count1422
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.757% 658 46.27% 0.813%
Negative -1.590% 756 53.16% -0.845%
Zero 0.000% 8 0.56% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.31. Further, an Excess Kurtosis of 0.53 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.62%20.61%0.61%
-11.62% to -8.53%41.22%1.83%
-8.53% to -5.44%185.50%7.34%
-5.44% to -2.36%4814.68%22.02%
-2.36% to 0.73%7924.16%46.18%
0.73% to 3.82%10833.03%79.20%
3.82% to 6.91%5015.29%94.50%
6.91% to 10.00%164.89%99.39%
10.00% to 13.09%20.61%100.00%
Greater than 13.09%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.39%4.85% 70.34%68.27%
±2σ -7.50%8.97% 94.80%95.45%
±3σ -11.62%13.09% 99.39%99.73%
Descriptive Statistics
Mean0.733%
Standard Error0.228%
Median1.061%
Mode-6.587%
Standard Deviation4.118%
Sample Variance16.961%
Kurtosis0.53
Skewness-0.31
Range27.067%
Minimum-14.479%
Maximum12.588%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.382% 196 59.94% 2.027%
Negative -3.232% 131 40.06% -1.295%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 6.28%
12 1 Year 7.07%
36 3 Years 6.02%
60 5 Years 6.46%
120 10 Years 6.74%
240 20 Years 6.81%
600 50 Years 7.17%
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 -6.90%00.00%0.00%
-6.90% to -3.29%00.00%0.00%
-3.29% to 0.32%00.00%0.00%
0.32% to 3.93%3711.28%11.28%
3.93% to 7.55%17753.96%65.24%
7.55% to 11.16%7121.65%86.89%
11.16% to 14.77%216.40%93.29%
14.77% to 18.39%113.35%96.65%
18.39% to 22.00%51.52%98.17%
Greater than 22.00%61.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.73%12.36% 88.41%68.27%
±2σ -2.09%17.18% 96.04%95.45%
±3σ -6.90%22.00% 98.17%99.73%
Descriptive Statistics
Mean7.547%
Standard Error0.266%
Median6.290%
Mode3.347%
Standard Deviation4.817%
Sample Variance23.206%
Kurtosis12.98
Skewness3.08
Range34.033%
Minimum2.414%
Maximum36.447%
Count328
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.547% 328 100.00% 7.547%
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 0.50. Further, an Excess Kurtosis of 1.16 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.69%10.30%0.30%
-12.69% to -9.61%10.30%0.61%
-9.61% to -6.52%133.96%4.57%
-6.52% to -3.44%5416.46%21.04%
-3.44% to -0.35%11434.76%55.79%
-0.35% to 2.73%7121.65%77.44%
2.73% to 5.82%5416.46%93.90%
5.82% to 8.90%133.96%97.87%
8.90% to 11.99%41.22%99.09%
Greater than 11.99%30.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.47%3.76% 70.43%68.27%
±2σ -8.58%7.87% 96.34%95.45%
±3σ -12.69%11.99% 98.78%99.73%
Descriptive Statistics
Mean-0.352%
Standard Error0.227%
Median-0.819%
Mode-2.783%
Standard Deviation4.113%
Sample Variance16.920%
Kurtosis1.16
Skewness0.50
Range30.957%
Minimum-14.148%
Maximum16.809%
Count328
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.528% 134 40.85% 1.441%
Negative -3.064% 192 58.54% -1.794%
Zero 0.000% 2 0.61% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.45. Further, an Excess Kurtosis of 0.54 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.58%10.92%0.92%
-16.58% to -11.91%10.92%1.83%
-11.91% to -7.24%32.75%4.59%
-7.24% to -2.57%1816.51%21.10%
-2.57% to 2.10%3128.44%49.54%
2.10% to 6.78%3027.52%77.06%
6.78% to 11.45%1917.43%94.50%
11.45% to 16.12%65.50%100.00%
16.12% to 20.79%00.00%100.00%
Greater than 20.79%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.12%8.33% 71.56%68.27%
±2σ -10.35%14.56% 97.25%95.45%
±3σ -16.58%20.79% 99.08%99.73%
Descriptive Statistics
Mean2.105%
Standard Error0.597%
Median2.163%
Mode7.450%
Standard Deviation6.229%
Sample Variance38.796%
Kurtosis0.54
Skewness-0.45
Range34.246%
Minimum-18.406%
Maximum15.840%
Count109
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.572% 72 66.06% 3.681%
Negative -4.642% 37 33.95% -1.576%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 11.57%
12 3 Years 10.69%
20 5 Years 10.84%
40 10 Years 11.48%
80 20 Years 11.97%
200 50 Years 12.37%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.69. Further, an Excess Kurtosis of 8.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.57%00.00%0.00%
-8.57% to -3.04%00.00%0.00%
-3.04% to 2.49%00.00%0.00%
2.49% to 8.02%1110.00%10.00%
8.02% to 13.54%6357.27%67.27%
13.54% to 19.07%2421.82%89.09%
19.07% to 24.60%43.64%92.73%
24.60% to 30.13%32.73%95.45%
30.13% to 35.65%00.00%95.45%
Greater than 35.65%54.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.17%20.91% 90.00%68.27%
±2σ -1.20%28.28% 95.45%95.45%
±3σ -8.57%35.65% 95.45%99.73%
Descriptive Statistics
Mean13.544%
Standard Error0.703%
Median11.360%
Mode13.350%
Standard Deviation7.370%
Sample Variance54.322%
Kurtosis8.19
Skewness2.69
Range42.723%
Minimum4.678%
Maximum47.401%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.544% 110 100.00% 13.544%
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 0.90. Further, an Excess Kurtosis of 1.77 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.96%00.00%0.00%
-19.96% to -15.29%00.00%0.00%
-15.29% to -10.63%32.73%2.73%
-10.63% to -5.96%2320.91%23.64%
-5.96% to -1.29%3229.09%52.73%
-1.29% to 3.37%3027.27%80.00%
3.37% to 8.04%1715.45%95.45%
8.04% to 12.71%32.73%98.18%
12.71% to 17.38%00.00%98.18%
Greater than 17.38%21.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.52%4.93% 69.09%68.27%
±2σ -13.74%11.15% 97.27%95.45%
±3σ -19.96%17.38% 98.18%99.73%
Descriptive Statistics
Mean-1.293%
Standard Error0.593%
Median-1.845%
Mode-13.384%
Standard Deviation6.223%
Sample Variance38.726%
Kurtosis1.77
Skewness0.90
Range35.526%
Minimum-13.384%
Maximum22.142%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.982% 41 37.27% 1.857%
Negative -5.021% 69 62.73% -3.150%
Zero 0.000% 0 0.00% 0.000%