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  4. 32013510 / FIRST EXECUTIVE CORP DEL

32013510 / FIRST EXECUTIVE CORP DEL

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 181.00 181.00 172.00 172.00 181.00 181.00 172.00 172.00
min 1.38 1.64 1.10 1.16 1.27 1.45 1.15 1.13
max 14.14 24.46 2.84 3.27 10.45 17.65 3.18 2.88
mean 6.04 9.87 1.88 2.15 4.68 7.31 1.88 1.90
st.dev. 2.62 4.74 0.47 0.61 1.87 3.35 0.44 0.48
Q5% 3.73 5.69 1.15 1.34 2.91 4.36 1.21 1.16
Q50% 4.94 7.85 1.80 2.11 3.97 5.89 1.79 1.82
Q95% 12.06 20.73 2.61 3.16 8.92 15.02 2.58 2.67

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 1.58 1.88 1.49 2.29 1.42 1.66 1.58 1.64
max 5.96 7.16 10.20 10.20 5.28 6.29 10.20 10.20
mean 2.50 2.89 3.58 3.90 2.32 2.60 3.61 3.62
st.dev. 1.03 1.28 1.84 1.73 0.89 1.10 1.86 1.83
Q5% 1.60 1.90 1.73 2.30 1.43 1.68 1.78 1.75
Q50% 2.10 2.33 3.10 3.42 2.08 2.16 3.12 3.16
Q95% 4.63 5.62 6.61 6.70 4.19 4.90 6.69 6.61

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 2.07 3.05 1.59 1.65 1.65 2.38 1.44 1.54
max 20.04 33.03 7.63 8.16 15.12 24.38 7.74 7.60
mean 7.23 11.21 3.00 3.17 5.61 8.52 2.85 3.00
st.dev. 2.68 4.35 1.24 1.34 2.03 3.23 1.19 1.24
Q5% 3.80 5.72 1.80 1.87 2.99 4.42 1.54 1.79
Q50% 6.68 10.38 2.69 2.81 5.21 7.93 2.56 2.71
Q95% 11.55 18.12 5.78 5.99 8.94 13.68 5.23 5.78

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 2305.00 2305.00 2296.00 2296.00 2305.00 2305.00 2296.00 2296.00
min 1.38 1.61 1.09 1.09 1.27 1.45 1.07 1.08
max 20.04 33.03 11.24 14.54 15.12 24.38 10.20 12.02
mean 3.19 4.49 2.39 2.89 2.67 3.60 2.19 2.48
st.dev. 2.26 3.81 1.09 1.70 1.70 2.77 0.93 1.19
Q5% 1.53 1.76 1.27 1.28 1.39 1.59 1.28 1.25
Q50% 2.39 3.07 2.13 2.34 2.08 2.59 2.00 2.16
Q95% 8.14 12.83 4.49 6.73 6.43 9.66 3.70 5.00