MKL·Markel Group Inc.

Realized volatility (21d)

13.6% 23rd pct

Below its peak

-19.2%

vs 200-day average

-6.1%

Up days (1y)

47%

Markel Group Inc. is currently running 13.6% annualised volatility over the last 21 sessions. Measured against MKL's own 13 years of daily returns rather than a market-wide average, that is the 23rd percentile — unusually subdued by its own history, against a typical reading of 17.4%. 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.

MKL is trading -19.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.2%, and the deepest was -42.4% 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 -6.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 11th percentile — a narrower gap than it typically runs. Over the past year MKL closed higher on 47% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, MKL finished the month higher 9 of 14 times, with a median return of +1.5% and an average of +2.0%. Its strongest month historically has been July at +3.6% on average, its weakest September at -2.7%. 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: MKL 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 +6.0% and -9.2%. 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 MKL's own 13-year history, not a peer group or index.