SLF·Sun Life Financial Inc.

Realized volatility (21d)

15.9% 35th pct

Below its peak

-6.5%

vs 200-day average

+9.6%

Up days (1y)

58%

Sun Life Financial Inc. is currently running 15.9% annualised volatility over the last 21 sessions. Measured against SLF's own 13 years of daily returns rather than a market-wide average, that is the 35th percentile — on the quiet side for this stock, 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.

SLF is trading -6.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.1%, and the deepest was -50.1% 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 +9.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 80th percentile — a somewhat wider gap than its own norm. Over the past year SLF closed higher on 58% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, SLF finished the month higher 7 of 13 times, with a median return of +1.1% and an average of +0.6%. Its strongest month historically has been November at +4.4% on average, its weakest January at -1.5%. 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: SLF has opened more than 2% away from the prior close in 93 of 3,267 sessions (2.8% of the time), with the largest gaps running +32.9% and -8.0%. 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 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against SLF's own 13-year history, not a peer group or index.