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  4. 35461310 / FRANKLIN RESOURCES INC

35461310 / FRANKLIN RESOURCES INC

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 35.00 35.00 26.00 26.00 35.00 35.00 26.00 26.00
min 2.37 3.46 1.34 1.48 2.02 2.71 1.20 1.32
max 6.08 9.73 3.93 4.35 5.31 7.28 3.52 3.88
mean 3.24 4.75 2.33 2.54 2.99 3.71 2.13 2.31
st.dev. 0.92 1.43 0.94 1.06 0.95 1.08 0.82 0.93
Q5% 2.55 3.66 1.39 1.50 2.04 2.90 1.33 1.37
Q50% 2.88 4.21 1.86 1.91 2.66 3.30 1.84 1.85
Q95% 5.16 7.57 3.79 4.19 4.95 5.87 3.39 3.74

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 1.79 2.26 1.18 1.25 1.55 1.92 1.14 1.19
max 3.02 3.87 10.13 15.43 3.10 3.27 7.92 11.84
mean 2.04 2.67 2.57 2.87 1.82 2.21 2.45 2.66
st.dev. 0.27 0.39 1.14 1.70 0.33 0.31 0.93 1.31
Q5% 1.81 2.30 1.40 1.48 1.56 1.95 1.35 1.42
Q50% 1.92 2.52 2.52 2.64 1.70 2.08 2.44 2.55
Q95% 2.68 3.54 3.44 3.71 2.51 2.90 3.42 3.50

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 1.73 2.05 1.77 1.70 1.62 1.81 1.74 1.75
max 4.19 5.05 6.75 6.75 3.72 4.43 6.75 6.75
mean 3.01 3.61 3.14 3.13 2.75 3.17 3.37 3.13
st.dev. 0.70 0.86 1.15 1.15 0.62 0.75 1.21 1.15
Q5% 1.77 2.10 1.82 1.78 1.65 1.86 1.80 1.79
Q50% 3.16 3.76 2.83 2.83 2.90 3.32 2.93 2.83
Q95% 4.00 4.82 5.41 5.41 3.57 4.23 5.89 5.41

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 1.38 1.56 1.09 1.21 1.29 1.42 1.15 1.10
max 2.78 3.43 3.00 3.60 2.78 2.95 3.00 3.14
mean 1.81 2.13 2.07 2.40 1.77 1.89 2.07 2.14
st.dev. 0.36 0.51 0.49 0.63 0.39 0.40 0.49 0.53
Q5% 1.41 1.60 1.30 1.41 1.30 1.46 1.30 1.34
Q50% 1.68 1.92 2.11 2.47 1.68 1.73 2.12 2.15
Q95% 2.49 3.08 2.81 3.38 2.49 2.64 2.81 2.95

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 376.00 376.00 376.00 376.00 376.00 376.00 376.00 376.00
min 1.30 1.50 1.31 1.32 1.23 1.32 1.28 1.32
max 4.79 5.29 7.67 7.90 4.49 4.91 7.50 7.72
mean 2.42 2.66 2.57 2.72 2.26 2.48 2.51 2.59
st.dev. 0.77 0.86 0.95 1.02 0.71 0.79 0.92 0.96
Q5% 1.58 1.73 1.48 1.53 1.48 1.62 1.45 1.50
Q50% 2.22 2.43 2.33 2.45 2.08 2.27 2.28 2.35
Q95% 4.07 4.53 4.29 4.82 3.77 4.19 4.29 4.47

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 6325.00 6325.00 6316.00 6316.00 6325.00 6325.00 6316.00 6316.00
min 1.09 1.14 1.05 1.06 1.06 1.10 1.05 1.06
max 8.74 14.04 10.93 17.43 7.62 10.49 10.21 13.04
mean 1.97 2.35 2.28 2.52 1.82 2.07 2.18 2.31
st.dev. 0.63 0.90 0.86 1.10 0.54 0.71 0.76 0.91
Q5% 1.31 1.41 1.30 1.36 1.26 1.33 1.29 1.30
Q50% 1.81 2.10 2.13 2.33 1.66 1.88 2.06 2.16
Q95% 3.17 4.00 3.74 4.16 2.86 3.40 3.41 3.74