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  4. 20846410 / CONSECO INC

20846410 / CONSECO INC

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 1.71 2.34 1.07 1.24 1.52 1.90 1.16 1.08
max 13.48 21.15 4.56 4.56 12.00 15.82 4.56 4.56
mean 3.13 4.41 2.09 2.18 2.76 3.50 2.18 2.08
st.dev. 1.44 2.23 0.78 0.80 1.29 1.67 0.80 0.78
Q5% 1.97 2.73 1.21 1.30 1.77 2.19 1.27 1.19
Q50% 2.73 3.80 1.95 1.97 2.35 3.06 2.05 1.94
Q95% 5.08 7.11 3.68 3.70 4.67 5.65 3.83 3.63

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 1.67 2.04 1.53 1.55 1.62 1.78 1.53 1.53
max 4.27 5.27 5.31 5.42 3.73 4.56 5.23 5.34
mean 2.99 3.67 3.04 3.05 2.67 3.18 3.03 3.04
st.dev. 0.69 0.86 0.93 0.94 0.58 0.74 0.93 0.94
Q5% 1.86 2.27 2.06 2.06 1.72 1.98 2.06 2.06
Q50% 3.01 3.67 2.69 2.69 2.73 3.19 2.69 2.69
Q95% 4.09 5.05 4.91 4.90 3.56 4.36 4.93 4.90

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 1.60 1.96 1.21 1.34 1.40 1.70 1.18 1.22
max 3.99 4.96 5.02 5.88 3.57 4.26 5.32 5.06
mean 2.14 2.67 2.56 2.78 1.94 2.28 2.41 2.60
st.dev. 0.61 0.77 0.83 0.88 0.57 0.66 0.84 0.84
Q5% 1.64 2.00 1.53 1.69 1.45 1.74 1.42 1.55
Q50% 1.84 2.32 2.36 2.60 1.64 1.96 2.23 2.41
Q95% 3.49 4.37 3.98 4.40 3.12 3.75 3.98 4.06

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 3222.00 3222.00 3213.00 3213.00 3222.00 3222.00 3213.00 3213.00
min 1.37 1.63 1.07 1.11 1.27 1.45 1.04 1.08
max 13.48 21.15 19.12 29.26 12.00 15.82 14.93 22.40
mean 2.22 2.79 2.28 2.51 1.99 2.38 2.21 2.32
st.dev. 0.79 1.18 0.97 1.27 0.72 0.90 0.87 1.05
Q5% 1.58 1.87 1.28 1.36 1.42 1.66 1.29 1.30
Q50% 1.99 2.43 2.11 2.27 1.77 2.11 2.06 2.14
Q95% 3.77 4.82 3.75 4.20 3.37 4.08 3.60 3.80