ELS·Equity Lifestyle Properties Inc.

Realized volatility (21d)

9.6% 3rd pct

Below its peak

-33.4%

vs 200-day average

-7.3%

Up days (1y)

47%

Equity Lifestyle Properties Inc. is currently running 9.6% annualised volatility over the last 21 sessions. Measured against ELS's own 12 years of daily returns rather than a market-wide average, that is the 3rd percentile — unusually subdued by its own history, against a typical reading of 17.8%. 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.

ELS is trading -33.4% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -15.2%, and the deepest was -31.9% in 2022. 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 -7.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 7th percentile — a narrower gap than it typically runs. Over the past year ELS closed higher on 47% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, ELS finished the month higher 10 of 13 times, with a median return of +2.4% and an average of +2.8%. Its strongest month historically has been July at +3.3% on average, its weakest September at -3.9%. 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: ELS has opened more than 2% away from the prior close in 62 of 3,163 sessions (2.0% of the time), with the largest gaps running +5.5% and -7.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,165 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against ELS's own 13-year history, not a peer group or index.