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  4. 31749510 / FINANCIAL FEDERATION INC

31749510 / FINANCIAL FEDERATION INC

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 1.46 1.63 1.20 1.24 1.38 1.51 1.25 1.20
max 3.23 3.42 2.69 3.29 3.03 3.19 2.70 2.88
mean 2.34 2.50 1.98 2.35 2.22 2.32 1.98 2.07
st.dev. 0.58 0.60 0.41 0.55 0.53 0.56 0.40 0.45
Q5% 1.48 1.64 1.28 1.47 1.41 1.51 1.29 1.31
Q50% 2.47 2.63 2.08 2.48 2.34 2.44 2.08 2.17
Q95% 3.15 3.34 2.57 3.16 2.96 3.11 2.58 2.76

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 126.00 126.00 126.00 126.00 126.00 126.00 126.00 126.00
min 1.71 2.06 1.09 1.30 1.51 1.81 1.06 1.16
max 8.70 10.78 7.42 7.13 9.49 9.15 7.64 7.35
mean 2.83 3.47 3.11 3.13 2.58 3.01 3.11 3.11
st.dev. 1.26 1.63 1.41 1.39 1.24 1.36 1.43 1.40
Q5% 1.78 2.21 1.51 1.64 1.57 1.90 1.49 1.56
Q50% 2.38 2.83 2.62 2.66 2.17 2.52 2.66 2.63
Q95% 5.20 6.66 5.97 6.01 4.84 5.62 5.95 5.94

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 1.93 2.72 1.36 1.46 1.64 2.18 1.18 1.34
max 6.69 10.11 4.51 6.59 6.15 7.58 3.73 5.17
mean 2.97 4.23 2.68 2.94 2.46 3.37 2.25 2.59
st.dev. 0.81 1.30 0.80 0.89 0.68 0.97 0.64 0.76
Q5% 2.18 3.06 1.54 1.69 1.81 2.46 1.36 1.52
Q50% 2.76 3.87 2.65 2.92 2.28 3.10 2.18 2.58
Q95% 4.91 7.10 3.97 4.19 3.87 5.60 3.33 3.76

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 2410.00 2410.00 2410.00 2410.00 2410.00 2410.00 2410.00 2410.00
min 1.29 1.40 1.04 1.06 1.23 1.31 1.02 1.03
max 12.00 18.18 9.26 11.29 10.50 13.64 8.50 9.83
mean 2.24 2.81 2.24 2.40 2.01 2.40 2.16 2.23
st.dev. 0.91 1.42 0.84 0.92 0.76 1.07 0.78 0.83
Q5% 1.49 1.69 1.26 1.31 1.37 1.54 1.25 1.26
Q50% 1.95 2.27 2.09 2.25 1.81 2.05 2.04 2.09
Q95% 3.61 4.97 3.77 4.00 3.10 4.03 3.45 3.67