ACGL·Arch Capital Group Ltd.

Realized volatility (21d)

15.8% 36th pct

Below its peak

-13.2%

vs 200-day average

+4.0%

Up days (1y)

55%

Arch Capital Group Ltd. is currently running 15.8% annualised volatility over the last 21 sessions. Measured against ACGL's own 13 years of daily returns rather than a market-wide average, that is the 36th percentile — on the quiet side for this stock, against a typical reading of 18.8%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

ACGL is trading -13.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.0%, and the deepest was -53.8% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +4.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 41st percentile — close to the gap it normally carries. Over the past year ACGL closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On September specifically: over 13 years of records, ACGL finished the month higher 5 of 13 times, with a median return of -0.6% and an average of -0.2%. Its strongest month historically has been August at +3.6% on average, its weakest March at -1.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: ACGL has opened more than 2% away from the prior close in 137 of 3,267 sessions (4.2% of the time), with the largest gaps running +12.9% and -8.5%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, ACGL moved an average of 2.5% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.6% and a largest of +3.8%.

All figures computed from 3,268 daily closes between 2013-09-05 and 2026-09-03, split-adjusted, recomputed daily. Percentiles are against ACGL's own 13-year history, not a peer group or index.