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  4. 39106410 / GREAT NORTHERN IRON ORE PPTYS

39106410 / GREAT NORTHERN IRON ORE PPTYS

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 1.60 1.93 1.18 1.18 1.42 1.69 1.20 1.18
max 3.91 4.78 4.01 4.01 3.44 4.15 4.01 4.01
mean 2.13 2.58 2.21 2.22 1.91 2.25 2.22 2.21
st.dev. 0.58 0.71 0.67 0.68 0.50 0.62 0.66 0.67
Q5% 1.61 1.95 1.20 1.20 1.43 1.71 1.24 1.20
Q50% 1.98 2.38 2.11 2.11 1.76 2.09 2.15 2.11
Q95% 3.46 4.22 3.20 3.20 3.05 3.68 3.20 3.20

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 1.51 1.85 1.47 1.60 1.35 1.61 1.11 1.40
max 19.46 31.07 6.12 7.25 15.07 23.29 5.47 6.43
mean 2.23 2.82 2.92 3.27 1.94 2.39 2.63 2.90
st.dev. 1.49 2.35 1.09 1.29 1.17 1.77 1.02 1.10
Q5% 1.64 1.99 1.54 1.61 1.44 1.73 1.32 1.51
Q50% 1.87 2.30 2.90 3.25 1.65 1.98 2.46 2.84
Q95% 3.86 4.86 4.97 5.56 3.31 4.15 4.59 4.80

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 1.65 2.02 1.22 1.35 1.45 1.76 1.15 1.23
max 3.79 4.69 4.22 4.22 3.30 4.05 4.22 4.22
mean 2.10 2.63 2.31 2.47 1.82 2.25 2.23 2.32
st.dev. 0.40 0.52 0.77 0.79 0.35 0.44 0.79 0.77
Q5% 1.68 2.06 1.36 1.49 1.47 1.79 1.25 1.36
Q50% 2.13 2.71 2.20 2.42 1.83 2.30 2.08 2.21
Q95% 2.81 3.47 3.65 3.75 2.45 3.00 3.74 3.64

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 1.60 1.99 1.26 1.33 1.39 1.68 1.14 1.21
max 6.16 7.63 4.57 4.57 5.63 6.58 4.57 4.57
mean 2.52 3.16 2.28 2.34 2.22 2.70 2.15 2.24
st.dev. 0.89 1.13 0.78 0.81 0.82 0.96 0.75 0.77
Q5% 1.74 2.20 1.33 1.36 1.56 1.86 1.24 1.32
Q50% 2.21 2.76 2.07 2.11 1.92 2.37 1.97 2.04
Q95% 4.64 5.88 3.77 3.87 4.02 5.00 3.66 3.69

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 1.29 1.56 1.14 1.24 1.13 1.37 1.09 1.16
max 9.76 11.22 9.17 9.65 9.23 10.15 9.98 9.28
mean 2.14 2.51 2.67 2.89 2.01 2.23 2.60 2.71
st.dev. 1.05 1.15 1.44 1.56 1.01 1.08 1.48 1.47
Q5% 1.37 1.67 1.27 1.33 1.26 1.43 1.24 1.28
Q50% 1.76 2.16 2.18 2.41 1.63 1.86 2.11 2.23
Q95% 3.88 4.25 5.71 6.12 3.73 3.94 5.79 5.80

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 7063.00 7063.00 7054.00 7054.00 7063.00 7063.00 7054.00 7054.00
min 1.28 1.45 1.08 1.13 1.11 1.33 1.06 1.08
max 19.46 31.07 17.07 27.37 15.07 23.29 14.79 20.47
mean 2.10 2.61 2.72 3.17 1.84 2.22 2.44 2.77
st.dev. 0.62 0.78 1.11 1.49 0.53 0.65 0.96 1.18
Q5% 1.51 1.86 1.41 1.55 1.32 1.60 1.31 1.45
Q50% 1.96 2.43 2.53 2.86 1.71 2.08 2.26 2.56
Q95% 3.15 3.89 4.76 5.64 2.73 3.30 4.14 4.75