FIVE·Five Below Inc.

Realized volatility (21d)

29.2% 25th pct

Below its peak

-18.7%

vs 200-day average

-0.6%

Up days (1y)

50%

Five Below Inc. is currently running 29.2% annualised volatility over the last 21 sessions. Measured against FIVE's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — on the quiet side for this stock, against a typical reading of 36.5%. 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.

FIVE is trading -18.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -32.6%, and the deepest was -70.2% in 2024. 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 -0.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 38th percentile — close to the gap it normally carries. Over the past year FIVE closed higher on 50% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, FIVE finished the month higher 10 of 14 times, with a median return of +2.1% and an average of +2.1%. Its strongest month historically has been November at +4.6% on average, its weakest January at -3.7%. 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: FIVE has opened more than 2% away from the prior close in 202 of 3,268 sessions (6.2% of the time), with the largest gaps running +7.9% and -13.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against FIVE's own 13-year history, not a peer group or index.