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  4. 45069410 / I U INTERNATIONAL CORP

45069410 / I U INTERNATIONAL 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 1.66 1.87 1.34 1.35 1.37 1.62 1.33 1.33
max 2.87 3.24 3.15 3.17 2.37 2.79 3.09 3.11
mean 2.30 2.59 2.23 2.25 1.89 2.23 2.19 2.20
st.dev. 0.29 0.32 0.51 0.51 0.23 0.28 0.50 0.50
Q5% 1.75 1.97 1.42 1.43 1.44 1.70 1.40 1.40
Q50% 2.32 2.61 2.19 2.22 1.91 2.26 2.15 2.16
Q95% 2.72 3.07 2.95 2.97 2.24 2.65 2.90 2.91

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 125.00 125.00 125.00 125.00 125.00 125.00 125.00 125.00
min 1.53 1.84 1.22 1.32 1.36 1.62 1.35 1.22
max 3.80 4.67 9.54 11.30 3.57 4.05 8.52 10.02
mean 2.53 3.02 3.47 3.67 2.41 2.67 3.45 3.52
st.dev. 0.48 0.58 1.58 1.91 0.48 0.51 1.42 1.67
Q5% 1.78 2.12 1.72 1.70 1.60 1.87 1.84 1.70
Q50% 2.47 2.94 3.28 3.29 2.33 2.60 3.29 3.29
Q95% 3.26 3.91 6.17 6.96 3.18 3.44 6.04 6.23

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 1.72 2.19 1.06 1.11 1.48 1.86 1.06 1.06
max 3.10 3.97 8.60 12.73 2.65 3.35 7.08 9.86
mean 2.18 2.78 2.38 2.51 1.87 2.35 2.32 2.39
st.dev. 0.21 0.28 0.98 1.32 0.18 0.23 0.87 1.07
Q5% 1.88 2.40 1.29 1.31 1.60 2.03 1.29 1.29
Q50% 2.19 2.79 2.25 2.33 1.87 2.37 2.19 2.24
Q95% 2.53 3.24 3.45 3.62 2.18 2.73 3.34 3.45

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 2945.00 2945.00 2945.00 2945.00 2945.00 2945.00 2945.00 2945.00
min 1.23 1.32 1.06 1.06 1.17 1.25 1.06 1.06
max 4.47 5.36 11.94 18.56 4.13 4.66 9.25 14.10
mean 1.96 2.33 2.27 2.37 1.74 2.04 2.24 2.28
st.dev. 0.40 0.52 0.87 1.09 0.35 0.43 0.81 0.93
Q5% 1.41 1.59 1.28 1.32 1.31 1.46 1.28 1.28
Q50% 1.92 2.29 2.14 2.19 1.69 2.01 2.12 2.13
Q95% 2.66 3.21 3.53 3.83 2.36 2.79 3.47 3.57