--- title: Firms layout: default ---

Model risk of risk models

  1. Home
  2. Model risk of risk models
  3. Firms
  4. 02507820 / AMERICAN CENTURY CORP

02507820 / AMERICAN CENTURY CORP

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 37.00 37.00 28.00 28.00 37.00 37.00 28.00 28.00
min 2.39 3.33 1.72 1.69 1.95 2.68 1.85 1.69
max 40.72 67.73 5.12 5.47 31.42 49.78 5.15 5.17
mean 18.02 28.37 2.64 2.75 14.92 20.93 2.72 2.64
st.dev. 9.48 15.63 0.95 1.06 7.55 11.40 0.93 0.97
Q5% 6.03 9.37 1.79 1.79 4.62 6.96 1.91 1.76
Q50% 17.44 27.90 2.28 2.41 14.43 20.63 2.38 2.29
Q95% 35.95 57.20 4.52 4.80 29.13 42.09 4.56 4.54