ALL·The Allstate Corporation

Realized volatility (21d)

25.1% 73rd pct

Below its peak

-19.1%

vs 200-day average

+0.0%

Up days (1y)

51%

The Allstate Corporation is currently running 25.1% annualised volatility over the last 21 sessions. Measured against ALL's own 13 years of daily returns rather than a market-wide average, that is the 73rd percentile — a little above its own norm, against a typical reading of 19.4%. 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.

ALL is trading -19.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.5%, and the deepest was -41.7% 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 +0.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 29th percentile — a narrower gap than it typically runs. Over the past year ALL closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, ALL finished the month higher 5 of 13 times, with a median return of -0.7% and an average of +0.6%. Its strongest month historically has been November at +4.4% on average, its weakest June at -0.5%. 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: ALL has opened more than 2% away from the prior close in 94 of 3,265 sessions (2.9% of the time), with the largest gaps running +9.2% and -13.5%. 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, ALL moved an average of 3.7% in the session after earnings, closing higher 3 of those 3 times, with a median move of +4.1% and a largest of +4.6%.

All figures computed from 3,266 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against ALL's own 13-year history, not a peer group or index.