WRB·W. R. Berkley Corporation

Realized volatility (21d)

21.6% 65th pct

Below its peak

-8.4%

vs 200-day average

+4.4%

Up days (1y)

50%

W. R. Berkley Corporation is currently running 21.6% annualised volatility over the last 21 sessions. Measured against WRB's own 13 years of daily returns rather than a market-wide average, that is the 65th percentile — a little above its own norm, against a typical reading of 18.4%. 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.

WRB is trading -8.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.7%, and the deepest was -45.4% 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 +4.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 42nd percentile — close to the gap it normally carries. Over the past year WRB closed higher on 50% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, WRB finished the month higher 8 of 13 times, with a median return of +0.9% and an average of +2.2%. Its strongest month historically has been November at +3.5% on average, its weakest December at -0.7%. 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: WRB has opened more than 2% away from the prior close in 102 of 3,266 sessions (3.1% of the time), with the largest gaps running +24.6% and -11.9%. 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, WRB moved an average of 1.0% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.6% and a largest of +1.9%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against WRB's own 13-year history, not a peer group or index.