FRT·Federal Realty Investment Trust

Realized volatility (21d)

11.5% 6th pct

Below its peak

-38.0%

vs 200-day average

-6.2%

Up days (1y)

49%

Federal Realty Investment Trust is currently running 11.5% annualised volatility over the last 21 sessions. Measured against FRT's own 13 years of daily returns rather than a market-wide average, that is the 6th percentile — unusually subdued by its own history, against a typical reading of 19.0%. 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.

FRT is trading -38.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.1%, and the deepest was -49.8% 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 -6.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 24th percentile — a narrower gap than it typically runs. Over the past year FRT closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, FRT finished the month higher 4 of 14 times, with a median return of -1.4% and an average of +0.2%. Its strongest month historically has been November at +3.9% on average, its weakest March at -3.2%. 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: FRT has opened more than 2% away from the prior close in 99 of 3,268 sessions (3.0% of the time), with the largest gaps running +11.7% and -8.5%. 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, FRT moved an average of 0.7% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.3% and a largest of -1.6%.

All figures computed from 3,269 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against FRT's own 13-year history, not a peer group or index.