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  4. 20758620 / CONNECTICUT GENL MG A RLTY INV

20758620 / CONNECTICUT GENL MG A RLTY INV

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 2.13 3.10 1.62 1.62 1.89 2.41 1.67 1.62
max 3.33 4.85 5.09 5.10 2.94 3.77 5.24 5.11
mean 2.59 3.77 3.29 3.30 2.28 2.93 3.37 3.30
st.dev. 0.26 0.38 0.79 0.78 0.23 0.30 0.82 0.79
Q5% 2.20 3.20 1.85 1.90 1.93 2.49 1.82 1.86
Q50% 2.60 3.78 3.32 3.32 2.29 2.94 3.39 3.32
Q95% 3.06 4.45 4.87 4.88 2.70 3.46 5.01 4.88

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 1.26 1.39 1.10 1.12 1.19 1.29 1.08 1.05
max 1.82 2.01 3.39 3.32 1.77 1.87 3.34 3.29
mean 1.43 1.58 2.04 2.01 1.37 1.47 2.03 2.00
st.dev. 0.11 0.12 0.49 0.49 0.13 0.11 0.49 0.49
Q5% 1.29 1.42 1.31 1.32 1.23 1.32 1.30 1.31
Q50% 1.41 1.57 1.90 1.90 1.33 1.45 1.89 1.88
Q95% 1.66 1.83 2.95 2.88 1.66 1.70 2.99 2.92

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 26.00 26.00 26.00 26.00 26.00 26.00 26.00 26.00
min 1.74 2.05 4.26 3.94 1.62 1.85 4.38 4.14
max 2.85 3.21 16.32 23.02 3.07 2.96 13.10 18.56
mean 2.17 2.33 5.77 5.91 2.30 2.19 5.71 5.81
st.dev. 0.34 0.29 2.32 3.63 0.43 0.31 1.73 2.76
Q5% 1.74 2.10 4.32 3.99 1.68 1.86 4.43 4.20
Q50% 2.17 2.19 5.47 5.47 2.32 2.15 5.47 5.47
Q95% 2.71 2.89 7.61 7.61 2.96 2.68 7.71 7.61

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 1826.00 1826.00 1817.00 1817.00 1826.00 1826.00 1817.00 1817.00
min 1.19 1.31 1.09 1.09 1.14 1.21 1.08 1.05
max 4.69 5.37 16.32 23.02 4.56 4.85 13.10 18.56
mean 1.81 2.30 2.39 2.43 1.67 1.94 2.39 2.39
st.dev. 0.47 0.78 1.14 1.26 0.43 0.55 1.10 1.17
Q5% 1.33 1.48 1.28 1.27 1.26 1.37 1.29 1.27
Q50% 1.64 2.00 2.21 2.23 1.54 1.75 2.21 2.21
Q95% 2.66 3.79 3.76 3.87 2.42 2.96 3.80 3.83