AFG·American Financial Group Inc.

Realized volatility (21d)

12.3% 20th pct

Below its peak

-6.1%

vs 200-day average

+4.3%

Up days (1y)

51%

American Financial Group Inc. is currently running 12.3% annualised volatility over the last 21 sessions. Measured against AFG's own 13 years of daily returns rather than a market-wide average, that is the 20th percentile — unusually subdued by its own history, against a typical reading of 17.9%. 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.

AFG is trading -6.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -13.5%, and the deepest was -59.0% 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 +4.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 54th percentile — close to the gap it normally carries. Over the past year AFG closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, AFG finished the month higher 8 of 13 times, with a median return of +1.0% and an average of +2.1%. Its strongest month historically has been November at +4.7% on average, its weakest March at -1.4%. 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: AFG has opened more than 2% away from the prior close in 101 of 3,266 sessions (3.1% of the time), with the largest gaps running +8.2% and -10.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against AFG's own 13-year history, not a peer group or index.