CNA·CNA Financial Corporation

Realized volatility (21d)

19.2% 50th pct

Below its peak

-16.5%

vs 200-day average

-3.1%

Up days (1y)

51%

CNA Financial Corporation is currently running 19.2% annualised volatility over the last 21 sessions. Measured against CNA's own 13 years of daily returns rather than a market-wide average, that is the 50th percentile — close to its own typical level, against a typical reading of 19.2%. 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.

CNA is trading -16.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.1%, and the deepest was -49.1% 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 -3.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 36th percentile — close to the gap it normally carries. Over the past year CNA closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, CNA finished the month higher 8 of 13 times, with a median return of +3.5% and an average of +2.2%. Its strongest month historically has been November at +2.3% on average, its weakest May at -2.0%. 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: CNA has opened more than 2% away from the prior close in 125 of 3,266 sessions (3.8% of the time), with the largest gaps running +13.6% and -8.8%. 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 CNA's own 13-year history, not a peer group or index.