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  4. 31643810 / FIDELITY UNION BANCORPORATION

31643810 / FIDELITY UNION BANCORPORATION

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 1.69 1.96 2.01 2.34 1.53 1.76 1.92 2.12
max 2.81 3.53 9.46 14.27 2.39 2.98 7.44 11.01
mean 2.06 2.55 3.71 4.34 1.79 2.17 3.52 3.92
st.dev. 0.30 0.41 1.01 1.37 0.23 0.33 0.89 1.12
Q5% 1.71 1.98 2.23 2.59 1.54 1.78 2.12 2.35
Q50% 1.97 2.47 3.70 4.31 1.72 2.08 3.54 3.90
Q95% 2.61 3.27 5.27 6.14 2.22 2.76 5.04 5.56

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 1.19 1.32 1.53 1.53 1.14 1.20 1.53 1.53
max 3.18 3.45 8.64 9.46 3.00 3.25 8.11 8.85
mean 1.70 1.83 2.77 2.83 1.64 1.72 2.67 2.75
st.dev. 0.39 0.41 1.04 1.10 0.39 0.41 1.04 1.07
Q5% 1.23 1.37 1.74 1.74 1.16 1.24 1.68 1.73
Q50% 1.71 1.76 2.53 2.58 1.63 1.71 2.37 2.51
Q95% 2.39 2.59 4.52 4.52 2.27 2.44 4.52 4.52

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 338.00 338.00 338.00 338.00 338.00 338.00 338.00 338.00
min 1.22 1.33 1.08 1.13 1.15 1.25 1.10 1.11
max 2.11 2.30 5.54 7.63 1.98 2.16 5.24 5.95
mean 1.42 1.54 2.03 2.13 1.34 1.44 2.03 2.07
st.dev. 0.16 0.18 0.68 0.77 0.15 0.16 0.66 0.71
Q5% 1.25 1.35 1.26 1.27 1.18 1.27 1.26 1.26
Q50% 1.36 1.48 1.86 1.94 1.29 1.39 1.87 1.90
Q95% 1.79 1.95 3.14 3.33 1.67 1.83 3.15 3.20

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 1907.00 1907.00 1898.00 1898.00 1907.00 1907.00 1898.00 1898.00
min 1.16 1.26 1.08 1.12 1.12 1.19 1.10 1.11
max 3.49 4.84 9.46 14.27 3.00 3.88 8.11 11.01
mean 1.69 1.97 2.53 2.79 1.53 1.76 2.45 2.61
st.dev. 0.39 0.59 0.99 1.28 0.31 0.45 0.90 1.08
Q5% 1.25 1.36 1.33 1.39 1.17 1.27 1.33 1.36
Q50% 1.59 1.80 2.36 2.54 1.47 1.65 2.29 2.40
Q95% 2.43 3.05 4.15 4.78 2.10 2.61 3.94 4.36