CVLT·CommVault Systems, Inc.

Realized volatility (21d)

33.2% 63rd pct

Below its peak

-21.0%

vs 200-day average

+32.6%

Up days (1y)

57%

CommVault Systems, Inc. is currently running 33.2% annualised volatility over the last 21 sessions. Measured against CVLT's own 13 years of daily returns rather than a market-wide average, that is the 63rd percentile — a little above its own norm, against a typical reading of 27.7%. 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.

CVLT is trading -21.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -27.8%, and the deepest was -46.0% 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 +32.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 92nd percentile — a wider gap than this stock usually carries. Over the past year CVLT closed higher on 57% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 14 years of records, CVLT finished the month higher 5 of 14 times, with a median return of -4.4% and an average of -3.1%. Its strongest month historically has been May at +4.8% on average, its weakest October at -3.1%. 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: CVLT has opened more than 2% away from the prior close in 163 of 3,266 sessions (5.0% of the time), with the largest gaps running +10.6% and -13.0%. 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 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against CVLT's own 13-year history, not a peer group or index.