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  4. 08467010 / BERKSHIRE HATHAWAY INC DEL

08467010 / BERKSHIRE HATHAWAY INC DEL

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 1.15 1.62 1.11 1.75 1.23 1.26 1.26 1.27
max 3.28 3.97 7.82 12.68 3.73 3.47 5.95 9.43
mean 1.76 2.44 2.05 3.10 1.67 1.95 2.08 2.36
st.dev. 0.26 0.41 0.79 1.31 0.32 0.30 0.67 0.95
Q5% 1.42 1.93 1.20 1.76 1.32 1.55 1.28 1.37
Q50% 1.74 2.41 1.91 2.80 1.61 1.91 1.93 2.18
Q95% 2.14 3.24 3.07 5.01 2.13 2.41 3.17 3.68

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 1.83 2.38 1.19 1.13 1.62 1.99 1.25 1.17
max 12.07 19.38 7.25 8.60 9.70 14.49 6.73 7.62
mean 3.34 4.52 2.65 2.70 2.90 3.70 2.67 2.65
st.dev. 1.60 2.52 1.08 1.20 1.31 1.90 1.05 1.11
Q5% 1.96 2.58 1.45 1.51 1.72 2.15 1.45 1.43
Q50% 2.98 3.91 2.36 2.45 2.60 3.26 2.36 2.36
Q95% 5.92 7.82 4.29 4.37 5.13 6.49 4.29 4.29

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 1.74 2.23 1.10 1.10 1.48 1.88 1.14 1.10
max 8.94 14.38 6.15 9.65 6.82 10.74 4.74 7.29
mean 2.58 3.44 2.23 2.30 2.17 2.84 2.22 2.24
st.dev. 0.94 1.53 0.59 0.83 0.72 1.13 0.52 0.66
Q5% 1.79 2.31 1.41 1.41 1.51 1.94 1.40 1.41
Q50% 2.35 3.04 2.23 2.25 2.00 2.55 2.24 2.23
Q95% 4.31 6.41 3.17 3.32 3.46 5.05 3.09 3.18

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 1.73 2.14 1.19 1.25 1.52 1.84 1.19 1.19
max 10.74 12.97 10.15 10.56 11.10 11.13 9.85 10.24
mean 3.28 4.03 2.76 2.89 3.11 3.48 2.73 2.77
st.dev. 1.61 1.95 1.34 1.39 1.69 1.69 1.35 1.35
Q5% 1.82 2.26 1.37 1.43 1.61 1.95 1.30 1.36
Q50% 2.78 3.42 2.39 2.56 2.55 2.96 2.34 2.41
Q95% 6.75 8.33 5.34 5.44 6.68 7.19 5.40 5.39

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 6015.00 6015.00 6006.00 6006.00 6015.00 6015.00 6006.00 6006.00
min 1.12 1.37 1.07 1.06 1.07 1.19 1.09 1.05
max 23.11 37.43 46.80 63.61 17.57 27.86 34.63 50.99
mean 2.71 3.66 2.58 2.94 2.35 2.99 2.46 2.65
st.dev. 1.27 2.04 1.33 1.84 1.04 1.52 1.07 1.43
Q5% 1.65 2.10 1.36 1.40 1.50 1.78 1.35 1.38
Q50% 2.38 3.13 2.34 2.50 2.09 2.60 2.29 2.38
Q95% 4.94 7.33 4.85 5.88 4.13 5.73 4.30 4.99