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  4. 15512310 / CENTRAL SECURITIES CORP

15512310 / CENTRAL SECURITIES CORP

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 1.39 1.60 1.48 1.48 1.26 1.44 1.51 1.48
max 4.53 4.53 12.86 19.43 4.80 4.53 10.42 14.97
mean 2.33 2.71 3.46 3.62 2.20 2.43 3.40 3.51
st.dev. 0.65 0.76 1.59 2.32 0.64 0.68 1.35 1.82
Q5% 1.40 1.62 1.96 1.96 1.30 1.46 1.97 1.96
Q50% 2.27 2.63 3.31 3.33 2.10 2.39 3.30 3.31
Q95% 3.50 4.13 5.20 5.23 3.33 3.68 5.39 5.21

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 1.30 1.49 1.11 1.11 1.19 1.35 1.11 1.11
max 3.30 3.78 5.39 8.08 3.04 3.43 4.90 6.25
mean 1.76 2.03 2.39 2.46 1.61 1.83 2.37 2.40
st.dev. 0.31 0.36 0.90 1.05 0.29 0.33 0.85 0.93
Q5% 1.45 1.65 1.28 1.28 1.32 1.50 1.27 1.28
Q50% 1.68 1.94 2.15 2.21 1.54 1.76 2.16 2.18
Q95% 2.38 2.71 4.09 4.09 2.17 2.47 3.95 3.99

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 1.21 1.31 1.07 1.16 1.14 1.23 1.10 1.14
max 7.49 8.36 9.18 9.13 7.13 7.71 9.21 9.17
mean 2.25 2.52 2.79 2.91 2.12 2.32 2.76 2.81
st.dev. 0.98 1.11 1.48 1.47 0.91 1.01 1.48 1.46
Q5% 1.28 1.40 1.27 1.36 1.23 1.31 1.26 1.29
Q50% 1.92 2.17 2.33 2.47 1.81 1.98 2.34 2.37
Q95% 4.06 4.52 6.25 6.50 3.76 4.18 6.05 6.11

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 4608.00 4608.00 4599.00 4599.00 4608.00 4608.00 4599.00 4599.00
min 1.21 1.31 1.05 1.06 1.14 1.23 1.06 1.03
max 7.49 8.36 12.86 19.43 7.13 7.71 10.42 14.97
mean 1.95 2.19 2.65 2.78 1.79 1.99 2.51 2.62
st.dev. 0.62 0.67 1.18 1.31 0.56 0.61 1.05 1.17
Q5% 1.37 1.51 1.32 1.32 1.27 1.40 1.33 1.31
Q50% 1.73 1.97 2.33 2.42 1.59 1.78 2.22 2.31
Q95% 3.18 3.47 4.92 5.13 2.89 3.17 4.50 4.77