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  4. 44974410 / I N A CORP

44974410 / I N A CORP

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 2.11 2.30 1.78 1.74 1.97 2.18 1.75 1.73
max 3.34 3.59 5.83 5.50 3.33 3.44 5.89 5.61
mean 2.57 2.81 3.00 2.94 2.54 2.65 2.95 2.91
st.dev. 0.34 0.36 0.91 0.87 0.34 0.35 0.90 0.87
Q5% 2.15 2.38 1.93 1.91 2.08 2.23 1.89 1.89
Q50% 2.47 2.68 2.94 2.87 2.47 2.55 2.90 2.85
Q95% 3.14 3.44 4.91 4.80 3.09 3.26 4.82 4.76

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 127.00 127.00 127.00 127.00 127.00 127.00 127.00 127.00
min 1.41 1.54 1.18 1.34 1.36 1.42 1.09 1.21
max 2.81 3.21 5.95 5.77 2.84 2.92 6.10 5.91
mean 1.79 2.02 2.54 2.59 1.73 1.84 2.62 2.54
st.dev. 0.29 0.34 1.01 1.00 0.32 0.31 0.99 1.01
Q5% 1.49 1.65 1.34 1.37 1.41 1.51 1.46 1.33
Q50% 1.69 1.92 2.34 2.35 1.62 1.75 2.44 2.34
Q95% 2.35 2.70 4.32 4.32 2.35 2.44 4.32 4.32

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 182.00 182.00 182.00 182.00 182.00 182.00 182.00 182.00
min 1.24 1.35 1.08 1.10 1.16 1.26 1.14 1.08
max 2.14 2.35 9.55 15.30 2.02 2.20 7.30 11.45
mean 1.48 1.63 2.02 2.14 1.40 1.52 2.03 2.03
st.dev. 0.17 0.18 0.79 1.16 0.16 0.17 0.66 0.90
Q5% 1.29 1.42 1.23 1.24 1.20 1.32 1.26 1.23
Q50% 1.46 1.59 1.88 1.97 1.37 1.48 1.89 1.86
Q95% 1.78 1.94 2.82 3.01 1.67 1.81 2.83 2.82

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 2084.00 2084.00 2084.00 2084.00 2084.00 2084.00 2084.00 2084.00
min 1.20 1.30 1.05 1.07 1.13 1.23 1.05 1.02
max 3.49 4.18 9.55 15.30 3.33 3.68 7.30 11.45
mean 1.74 1.99 2.20 2.27 1.62 1.81 2.17 2.18
st.dev. 0.35 0.41 0.80 0.89 0.35 0.37 0.74 0.80
Q5% 1.35 1.50 1.25 1.29 1.26 1.39 1.27 1.24
Q50% 1.64 1.88 2.06 2.10 1.52 1.70 2.04 2.04
Q95% 2.40 2.78 3.62 3.73 2.31 2.51 3.40 3.55