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  4. 29470070 / EQUITY INC FD 1ST SER A T & T SH

29470070 / EQUITY INC FD 1ST SER A T & T SH

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 1.37 1.66 1.08 1.33 1.31 1.43 1.09 1.14
max 2.26 3.60 6.32 9.92 2.51 2.58 4.87 7.49
mean 1.63 2.32 2.02 2.42 1.61 1.76 1.92 2.11
st.dev. 0.23 0.45 0.64 0.94 0.25 0.28 0.52 0.73
Q5% 1.40 1.78 1.23 1.39 1.32 1.47 1.24 1.27
Q50% 1.50 2.18 1.93 2.26 1.54 1.67 1.90 2.01
Q95% 2.08 3.11 2.82 3.32 2.05 2.27 2.61 2.98

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 1.60 1.73 1.41 1.39 1.72 1.64 1.40 1.40
max 2.61 2.85 3.01 3.01 2.79 2.67 3.02 3.01
mean 2.00 2.19 2.03 2.01 2.14 2.05 2.00 2.01
st.dev. 0.27 0.30 0.47 0.48 0.28 0.28 0.47 0.47
Q5% 1.64 1.78 1.47 1.45 1.76 1.67 1.47 1.46
Q50% 2.06 2.25 1.80 1.77 2.20 2.10 1.78 1.77
Q95% 2.41 2.63 2.92 2.91 2.57 2.46 2.91 2.91

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 1.27 1.38 1.06 1.03 1.19 1.30 1.06 1.05
max 1.77 1.96 4.33 6.55 1.68 1.82 3.40 5.05
mean 1.45 1.62 1.70 1.72 1.36 1.48 1.69 1.71
st.dev. 0.13 0.15 0.44 0.56 0.13 0.13 0.41 0.47
Q5% 1.29 1.42 1.16 1.16 1.21 1.32 1.16 1.16
Q50% 1.41 1.63 1.61 1.60 1.32 1.44 1.59 1.61
Q95% 1.69 1.90 2.37 2.43 1.62 1.74 2.37 2.38

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 158.00 158.00 158.00 158.00 158.00 158.00 158.00 158.00
min 1.24 1.32 1.16 1.25 1.14 1.24 1.16 1.16
max 2.51 2.71 4.47 4.12 2.37 2.56 4.59 4.22
mean 1.78 1.92 2.21 2.21 1.70 1.81 2.24 2.19
st.dev. 0.26 0.29 0.64 0.64 0.24 0.27 0.63 0.63
Q5% 1.35 1.47 1.41 1.38 1.31 1.38 1.47 1.38
Q50% 1.77 1.92 2.09 2.10 1.70 1.81 2.11 2.08
Q95% 2.18 2.37 3.42 3.41 2.05 2.23 3.46 3.41

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 5162.00 5162.00 5153.00 5153.00 5162.00 5162.00 5153.00 5153.00
min 1.10 1.14 1.06 1.03 1.05 1.11 1.03 1.05
max 5.68 5.68 16.13 25.04 5.30 4.95 13.35 18.95
mean 1.71 1.99 2.19 2.44 1.63 1.77 2.09 2.25
st.dev. 0.44 0.56 0.88 1.26 0.44 0.46 0.75 0.99
Q5% 1.23 1.32 1.28 1.30 1.19 1.25 1.26 1.28
Q50% 1.61 1.85 2.01 2.15 1.52 1.66 1.96 2.04
Q95% 2.65 3.08 3.76 4.44 2.61 2.73 3.46 3.93