ACGL·Arch Capital Group Ltd.

Realized volatility (21d)

16.2% 37th pct

Below its peak

-15.8%

vs 200-day average

+0.6%

Up days (1y)

55%

Arch Capital Group Ltd. is currently running 16.2% 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 37th 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 -15.8% 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 drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +0.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 31st 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 falling streak.

On October specifically: over 13 years of records, ACGL finished the month higher 8 of 13 times, with a median return of +2.0% and an average of +2.8%. 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 3,266 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 3,267 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against ACGL's own 13-year history, not a peer group or index.