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  4. 02635110 / AMERICAN GENERAL CORP

02635110 / AMERICAN GENERAL CORP

1977-05-14 to 1977-10-14
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 106.00 106.00 106.00 106.00 106.00 106.00 106.00 106.00
min 1.56 1.71 1.60 1.61 1.54 1.62 1.60 1.60
max 2.41 2.64 4.14 4.28 2.37 2.50 4.14 4.14
mean 1.76 1.93 2.37 2.39 1.74 1.83 2.37 2.37
st.dev. 0.19 0.21 0.49 0.50 0.19 0.20 0.49 0.49
Q5% 1.59 1.75 1.75 1.82 1.57 1.65 1.75 1.75
Q50% 1.67 1.83 2.31 2.32 1.65 1.73 2.31 2.31
Q95% 2.16 2.37 3.50 3.55 2.13 2.24 3.50 3.50

1980-01-14 to 1980-07-14
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 127.00 127.00 127.00 127.00 127.00 127.00 127.00 127.00
min 1.47 1.65 1.12 1.13 1.34 1.51 1.13 1.11
max 3.53 4.27 6.24 6.24 3.19 3.73 6.24 6.24
mean 1.97 2.36 2.40 2.44 1.78 2.08 2.43 2.40
st.dev. 0.47 0.58 1.12 1.14 0.41 0.50 1.12 1.12
Q5% 1.51 1.80 1.22 1.27 1.40 1.58 1.23 1.22
Q50% 1.80 2.16 2.11 2.14 1.63 1.90 2.13 2.10
Q95% 3.06 3.69 4.60 4.80 2.74 3.23 4.83 4.64

1981-07-14 to 1982-11-14
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 339.00 339.00 339.00 339.00 339.00 339.00 339.00 339.00
min 1.44 1.62 1.03 1.16 1.30 1.49 1.07 1.06
max 7.00 8.28 6.00 6.00 6.26 7.35 6.00 6.00
mean 1.89 2.18 2.29 2.51 1.75 1.96 2.26 2.35
st.dev. 0.57 0.69 0.90 0.96 0.51 0.60 0.90 0.91
Q5% 1.49 1.72 1.27 1.38 1.35 1.56 1.26 1.30
Q50% 1.80 2.06 2.07 2.31 1.66 1.87 2.04 2.13
Q95% 2.42 2.85 4.12 4.39 2.19 2.56 4.14 4.05

1987-10-19 to 1988-01-19
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 64.00 64.00 64.00 64.00 64.00 64.00 64.00 64.00
min 1.34 1.49 1.37 1.37 1.42 1.38 1.43 1.37
max 5.29 5.59 9.27 12.58 5.21 5.22 7.90 10.27
mean 2.12 2.19 2.51 2.58 2.34 2.12 2.52 2.52
st.dev. 0.74 0.76 1.23 1.54 0.73 0.71 1.12 1.31
Q5% 1.39 1.54 1.43 1.43 1.55 1.43 1.53 1.43
Q50% 1.93 1.96 2.22 2.22 2.15 1.93 2.25 2.22
Q95% 3.43 3.57 4.68 4.68 3.42 3.33 4.68 4.68

1990-07-14 to 1991-03-14
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 169.00 169.00 169.00 169.00 169.00 169.00 169.00 169.00
min 1.54 1.98 1.22 1.22 1.36 1.67 1.17 1.22
max 8.72 8.72 16.33 25.25 12.37 8.72 13.85 19.23
mean 2.64 3.42 3.35 3.90 2.67 2.85 3.16 3.41
st.dev. 0.90 1.14 2.03 3.02 1.17 0.95 1.87 2.32
Q5% 1.66 2.12 1.51 1.48 1.61 1.78 1.38 1.42
Q50% 2.34 3.01 2.93 3.17 2.37 2.54 2.75 2.93
Q95% 4.02 5.64 6.98 8.33 4.20 4.37 6.53 7.61

1998-08-14 to 1998-11-14
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 65.00 65.00 65.00 65.00 65.00 65.00 65.00 65.00
min 1.27 1.43 1.22 1.49 1.34 1.30 1.45 1.22
max 3.10 3.38 5.05 5.05 3.37 3.14 5.05 5.05
mean 1.96 2.03 2.39 2.50 2.15 1.92 2.56 2.39
st.dev. 0.40 0.41 0.91 0.87 0.44 0.37 0.90 0.90
Q5% 1.32 1.45 1.33 1.51 1.40 1.35 1.48 1.34
Q50% 1.94 1.95 2.16 2.30 2.18 1.88 2.36 2.16
Q95% 2.63 2.73 4.22 4.22 2.83 2.55 4.45 4.22

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 117.00 117.00 117.00 117.00 117.00 117.00 117.00 117.00
min 1.30 1.36 1.30 1.30 1.23 1.34 1.30 1.30
max 3.60 3.90 4.01 4.29 3.67 3.67 4.01 4.03
mean 2.02 2.29 2.45 2.54 1.95 2.09 2.44 2.44
st.dev. 0.59 0.73 0.74 0.79 0.55 0.63 0.74 0.74
Q5% 1.35 1.45 1.47 1.50 1.31 1.38 1.47 1.47
Q50% 1.82 2.11 2.31 2.44 1.79 1.90 2.31 2.31
Q95% 3.05 3.55 3.94 4.19 2.89 3.18 3.94 3.95

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 6989.00 6989.00 6989.00 6989.00 6989.00 6989.00 6989.00 6989.00
min 1.16 1.27 1.02 1.04 1.11 1.19 1.04 1.04
max 11.41 11.34 19.03 30.87 14.23 11.34 14.95 22.96
mean 1.76 2.08 2.37 2.85 1.66 1.84 2.17 2.45
st.dev. 0.50 0.67 1.20 2.09 0.52 0.54 0.91 1.37
Q5% 1.30 1.46 1.27 1.31 1.24 1.34 1.25 1.27
Q50% 1.62 1.88 2.07 2.22 1.52 1.68 1.98 2.10
Q95% 2.60 3.37 4.93 7.44 2.45 2.77 3.84 5.38