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  4. 31742110 / FINANCIAL CORP AMER

31742110 / FINANCIAL CORP AMER

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 1.73 2.17 1.21 1.24 1.49 1.86 1.24 1.16
max 6.47 7.63 10.11 11.40 6.68 6.53 10.14 10.48
mean 2.41 2.94 2.42 2.38 2.34 2.52 2.58 2.38
st.dev. 0.86 1.03 1.18 1.21 0.92 0.87 1.27 1.18
Q5% 1.77 2.22 1.34 1.31 1.56 1.90 1.40 1.33
Q50% 2.07 2.45 2.05 2.04 2.04 2.11 2.19 2.01
Q95% 4.11 5.14 4.32 3.98 4.18 4.41 4.85 4.19

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 1.65 2.03 1.12 1.09 1.45 1.76 1.21 1.09
max 5.27 6.76 6.68 10.54 5.28 5.71 5.84 7.94
mean 2.19 2.76 2.24 2.26 2.04 2.35 2.29 2.23
st.dev. 0.62 0.81 1.02 1.14 0.65 0.67 1.01 1.05
Q5% 1.76 2.20 1.20 1.18 1.53 1.89 1.24 1.19
Q50% 1.93 2.44 1.92 1.91 1.82 2.07 1.99 1.88
Q95% 3.51 4.62 4.40 4.40 3.33 3.79 4.32 4.40

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 1.47 1.65 1.31 1.59 1.37 1.47 1.10 1.34
max 4.89 5.83 8.29 9.57 4.35 5.15 7.52 8.63
mean 2.47 2.93 2.92 3.01 2.23 2.59 2.87 2.94
st.dev. 0.85 1.04 1.30 1.45 0.72 0.91 1.23 1.34
Q5% 1.55 1.83 1.59 1.62 1.47 1.61 1.41 1.59
Q50% 2.21 2.65 2.87 2.81 1.96 2.33 2.76 2.84
Q95% 4.06 4.92 4.89 4.81 3.59 4.30 4.97 4.87

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 2392.00 2392.00 2383.00 2383.00 2392.00 2392.00 2383.00 2383.00
min 1.35 1.62 1.06 1.09 1.24 1.43 1.10 1.08
max 6.47 8.27 10.11 11.40 6.68 6.85 10.54 10.48
mean 2.10 2.60 2.28 2.45 1.92 2.21 2.28 2.30
st.dev. 0.58 0.74 0.84 0.95 0.59 0.62 0.84 0.85
Q5% 1.54 1.85 1.31 1.31 1.40 1.61 1.32 1.30
Q50% 1.91 2.39 2.13 2.25 1.74 2.03 2.13 2.14
Q95% 3.20 3.94 3.68 4.04 3.08 3.36 3.78 3.69