U.S. Targeted Value Portfolio-ETF Class Shares (DFAT) Historical Volatility

Tracking DFAT historical volatility helps you see how much U.S. Targeted Value Portfolio-ETF Class Shares's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, DFAT's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor DFAT 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. DFAT's 30 day historical volatility, or DFAT HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing DFAT's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

As a non-fundamental policy, under normal circumstances, the fund will invest at least 80% of its net assets in securities of U.S. companies. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.