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  4. 49326710 / KEYCORP NEW

49326710 / KEYCORP NEW

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 1.78 2.15 1.26 1.79 1.59 1.89 1.23 1.40
max 6.57 7.98 6.96 7.11 6.24 6.97 7.51 6.99
mean 2.68 3.25 2.79 3.00 2.54 2.84 2.82 2.81
st.dev. 1.19 1.45 1.30 1.26 1.13 1.26 1.37 1.29
Q5% 1.81 2.19 1.38 1.80 1.72 1.92 1.42 1.40
Q50% 2.16 2.62 2.36 2.67 2.01 2.29 2.39 2.44
Q95% 5.51 6.70 4.76 4.85 5.21 5.84 4.99 4.78

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 1.36 1.52 1.40 1.92 1.29 1.40 1.16 1.50
max 3.47 4.06 5.32 7.30 3.13 3.63 5.32 5.69
mean 1.84 2.15 2.50 3.03 1.67 1.92 2.38 2.59
st.dev. 0.36 0.43 0.95 1.14 0.32 0.38 0.92 0.99
Q5% 1.47 1.70 1.43 1.96 1.34 1.53 1.33 1.53
Q50% 1.78 2.06 2.25 2.63 1.61 1.85 2.17 2.32
Q95% 2.58 2.97 4.44 5.31 2.35 2.69 4.24 4.55

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 1.71 1.83 1.68 1.62 1.64 1.74 1.70 1.66
max 3.72 4.08 6.13 6.13 3.49 3.81 6.13 6.13
mean 2.64 2.84 2.84 2.80 2.54 2.68 2.92 2.81
st.dev. 0.58 0.65 0.99 1.01 0.55 0.60 1.00 1.00
Q5% 1.74 1.85 1.74 1.67 1.66 1.76 1.76 1.71
Q50% 2.76 3.00 2.63 2.55 2.66 2.82 2.66 2.56
Q95% 3.43 3.73 4.72 4.72 3.32 3.51 4.72 4.72

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 1.28 1.40 1.07 1.10 1.19 1.31 1.06 1.06
max 2.29 2.53 2.94 2.94 2.17 2.34 2.94 2.94
mean 1.64 1.81 2.04 2.10 1.55 1.68 2.00 2.02
st.dev. 0.28 0.31 0.46 0.48 0.27 0.29 0.44 0.45
Q5% 1.31 1.44 1.27 1.29 1.22 1.34 1.25 1.25
Q50% 1.58 1.75 2.10 2.17 1.49 1.62 2.03 2.09
Q95% 2.15 2.37 2.66 2.74 2.03 2.20 2.58 2.62

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 2.02 2.30 1.49 1.58 1.79 2.09 1.36 1.49
max 10.85 13.21 9.31 9.30 11.84 11.51 9.35 9.30
mean 3.92 4.70 3.05 3.31 3.73 4.13 2.97 3.06
st.dev. 1.41 1.76 1.38 1.37 1.52 1.50 1.41 1.39
Q5% 2.47 2.89 1.80 2.00 2.30 2.59 1.58 1.77
Q50% 3.56 4.32 2.67 3.01 3.28 3.77 2.60 2.69
Q95% 6.92 8.40 5.89 6.07 6.59 7.34 5.77 5.90

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 7292.00 7292.00 7283.00 7283.00 7292.00 7292.00 7283.00 7283.00
min 1.16 1.21 1.06 1.05 1.10 1.18 1.04 1.06
max 13.96 23.13 14.46 23.34 11.84 17.03 11.50 17.40
mean 2.22 2.77 2.51 2.85 1.98 2.37 2.31 2.55
st.dev. 1.11 1.74 1.09 1.46 0.93 1.31 0.86 1.12
Q5% 1.29 1.42 1.30 1.33 1.22 1.32 1.29 1.31
Q50% 1.82 2.15 2.31 2.51 1.65 1.90 2.17 2.34
Q95% 4.50 6.40 4.57 5.64 3.81 5.10 3.95 4.66