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  4. 02550110 / AMERICAN DUALVEST FD INC

02550110 / AMERICAN DUALVEST FD INC

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 332.00 332.00 323.00 323.00 332.00 332.00 323.00 323.00
min 1.25 1.35 1.14 1.14 1.17 1.27 1.11 1.13
max 2.68 3.04 3.32 3.33 2.57 2.81 3.32 3.32
mean 1.66 1.88 1.89 1.89 1.57 1.73 1.87 1.89
st.dev. 0.29 0.33 0.41 0.41 0.29 0.31 0.40 0.41
Q5% 1.38 1.53 1.33 1.33 1.29 1.41 1.33 1.33
Q50% 1.54 1.75 1.87 1.88 1.45 1.61 1.87 1.87
Q95% 2.27 2.58 2.62 2.65 2.18 2.38 2.54 2.62