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  4. 00621210 / ADAMS EXPRESS CO

00621210 / ADAMS EXPRESS CO

2001-03-14 to 2001-11-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 168.00 168.00 168.00 168.00 168.00 168.00 168.00 168.00
min 1.36 1.57 1.11 1.16 1.25 1.40 1.08 1.11
max 3.62 4.09 9.64 12.55 3.33 3.74 8.16 10.50
mean 1.85 2.16 2.32 2.42 1.67 1.92 2.26 2.34
st.dev. 0.42 0.46 1.09 1.37 0.39 0.43 0.97 1.17
Q5% 1.39 1.60 1.31 1.35 1.27 1.44 1.26 1.30
Q50% 1.73 2.06 2.06 2.08 1.54 1.81 2.06 2.07
Q95% 2.65 2.99 3.99 4.09 2.44 2.74 3.96 4.01

2007-12-14 to 2009-06-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 376.00 376.00 376.00 376.00 376.00 376.00 376.00 376.00
min 1.20 1.35 1.16 1.21 1.16 1.25 1.11 1.17
max 6.36 7.06 9.08 9.08 5.91 6.54 9.08 9.08
mean 2.38 2.64 2.70 2.84 2.22 2.44 2.65 2.72
st.dev. 0.97 1.07 1.24 1.29 0.90 1.00 1.23 1.25
Q5% 1.37 1.49 1.39 1.41 1.29 1.40 1.38 1.39
Q50% 2.14 2.33 2.40 2.53 2.01 2.18 2.37 2.42
Q95% 4.44 4.92 5.24 5.34 4.13 4.57 5.18 5.27

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 3045.00 3045.00 3036.00 3036.00 3045.00 3045.00 3036.00 3036.00
min 1.15 1.20 1.08 1.10 1.08 1.16 1.05 1.07
max 6.36 7.06 11.86 18.42 5.91 6.54 9.19 14.00
mean 2.14 2.46 2.70 2.99 1.90 2.18 2.45 2.72
st.dev. 0.65 0.78 1.04 1.24 0.57 0.67 0.89 1.06
Q5% 1.33 1.44 1.40 1.45 1.24 1.34 1.32 1.41
Q50% 2.05 2.34 2.56 2.82 1.81 2.09 2.32 2.58
Q95% 3.35 3.96 4.50 5.12 2.92 3.43 3.97 4.54