SEIC·SEI Investments Company

Realized volatility (21d)

14.7% 19th pct

Below its peak

-5.5%

vs 200-day average

+15.2%

Up days (1y)

53%

SEI Investments Company is currently running 14.7% annualised volatility over the last 21 sessions. Measured against SEIC's own 13 years of daily returns rather than a market-wide average, that is the 19th percentile — unusually subdued by its own history, against a typical reading of 20.3%. 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.

SEIC is trading -5.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.6%, and the deepest was -47.1% 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 +15.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 87th percentile — a wider gap than this stock usually carries. Over the past year SEIC closed higher on 53% of sessions, and it is currently 4 sessions into a rising streak.

On October specifically: over 13 years of records, SEIC finished the month higher 8 of 13 times, with a median return of +5.0% and an average of +1.5%. Its strongest month historically has been November at +4.4% on average, its weakest September at -2.2%. 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: SEIC has opened more than 2% away from the prior close in 135 of 3,267 sessions (4.1% of the time), with the largest gaps running +7.6% and -8.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against SEIC's own 13-year history, not a peer group or index.