AIG·American International Group, Inc.

Realized volatility (21d)

21.7% 51st pct

Below its peak

-11.1%

vs 200-day average

+1.0%

Up days (1y)

49%

American International Group, Inc. is currently running 21.7% annualised volatility over the last 21 sessions. Measured against AIG's own 13 years of daily returns rather than a market-wide average, that is the 51st percentile — close to its own typical level, against a typical reading of 21.3%. 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.

AIG is trading -11.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.1%, and the deepest was -64.7% 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 +1.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 47th percentile — close to the gap it normally carries. Over the past year AIG closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, AIG finished the month higher 9 of 13 times, with a median return of +3.9% and an average of +2.9%. Its strongest month historically has been May at +4.0% on average, its weakest March at -3.8%. 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: AIG has opened more than 2% away from the prior close in 75 of 3,265 sessions (2.3% of the time), with the largest gaps running +7.9% and -7.7%. 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, AIG moved an average of 4.0% in the session after earnings, closing higher 2 of those 3 times, with a median move of +4.9% and a largest of +5.0%.

All figures computed from 3,266 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against AIG's own 13-year history, not a peer group or index.