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  4. 21111310 / CONTINENTAL BANK CORP

21111310 / CONTINENTAL BANK 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 36.00 36.00 27.00 27.00 36.00 36.00 27.00 27.00
min 1.81 2.37 2.96 2.91 1.47 1.94 2.89 2.86
max 2.39 3.13 14.79 23.85 1.95 2.56 11.27 17.79
mean 2.10 2.75 4.45 4.73 1.72 2.25 4.23 4.44
st.dev. 0.18 0.25 2.17 3.88 0.15 0.20 1.55 2.75
Q5% 1.86 2.42 2.97 2.93 1.52 1.99 2.90 2.88
Q50% 2.14 2.81 4.23 4.16 1.75 2.30 4.12 4.09
Q95% 2.34 3.07 5.10 5.03 1.91 2.51 4.98 4.94

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 1.33 1.47 1.23 1.28 1.24 1.37 1.11 1.20
max 3.50 3.98 6.25 8.54 3.21 3.63 6.04 6.56
mean 1.78 2.02 2.68 2.80 1.65 1.84 2.59 2.69
st.dev. 0.49 0.56 1.16 1.29 0.44 0.50 1.13 1.20
Q5% 1.35 1.52 1.34 1.39 1.26 1.40 1.32 1.33
Q50% 1.60 1.81 2.52 2.60 1.49 1.66 2.43 2.52
Q95% 2.90 3.29 5.12 5.23 2.66 3.01 4.99 5.14

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 340.00 340.00 340.00 340.00 340.00 340.00 340.00 340.00
min 1.35 1.53 1.08 1.09 1.23 1.40 1.08 1.08
max 4.42 5.25 11.19 17.99 3.97 4.65 8.55 13.44
mean 2.03 2.35 2.74 3.15 1.85 2.12 2.58 2.85
st.dev. 0.67 0.82 1.69 2.66 0.58 0.71 1.34 1.99
Q5% 1.39 1.58 1.31 1.32 1.28 1.44 1.28 1.31
Q50% 1.76 2.02 2.19 2.26 1.62 1.83 2.15 2.19
Q95% 3.45 4.11 6.37 9.82 3.07 3.64 5.36 7.36

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 1.25 1.81 1.41 1.73 1.39 1.37 1.18 1.41
max 10.35 16.31 23.09 36.92 8.77 12.31 18.65 27.65
mean 2.65 3.41 2.85 3.51 2.53 2.86 2.53 2.96
st.dev. 1.51 2.19 2.80 4.54 1.39 1.73 2.26 3.38
Q5% 1.44 1.84 1.43 1.76 1.47 1.52 1.22 1.42
Q50% 2.15 2.78 2.16 2.39 2.02 2.35 2.02 2.17
Q95% 4.69 5.94 4.36 5.17 4.63 5.05 4.20 4.43

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 2.06 1.26 1.52 1.51 1.80 1.09 1.33
max 3.13 3.85 4.73 4.87 2.82 3.33 4.73 4.73
mean 2.09 2.55 2.34 2.54 1.90 2.22 2.27 2.38
st.dev. 0.32 0.40 0.78 0.87 0.29 0.34 0.75 0.79
Q5% 1.74 2.12 1.37 1.54 1.55 1.84 1.35 1.39
Q50% 2.01 2.45 2.17 2.35 1.83 2.14 2.13 2.19
Q95% 2.87 3.52 3.87 4.34 2.58 3.05 3.56 3.92

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 4303.00 4303.00 4294.00 4294.00 4303.00 4303.00 4294.00 4294.00
min 1.25 1.47 1.08 1.09 1.22 1.35 1.05 1.06
max 17.26 23.17 23.09 36.92 16.84 19.04 18.65 27.65
mean 2.14 2.72 2.91 3.39 1.92 2.31 2.64 2.99
st.dev. 0.98 1.37 1.52 2.05 0.87 1.10 1.27 1.62
Q5% 1.45 1.65 1.37 1.48 1.33 1.50 1.32 1.38
Q50% 1.88 2.35 2.53 2.85 1.68 2.02 2.36 2.59
Q95% 3.47 4.65 5.86 7.49 3.10 3.79 5.00 6.07