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  4. 51506210 / LANDMARK LAND INC

51506210 / LANDMARK LAND INC

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 1.93 2.45 1.29 1.40 1.65 2.08 1.45 1.29
max 3.29 4.28 3.88 5.05 2.80 3.57 3.29 4.22
mean 2.38 3.06 2.31 2.70 2.12 2.58 2.28 2.32
st.dev. 0.31 0.42 0.44 0.58 0.28 0.34 0.42 0.45
Q5% 1.99 2.50 1.57 1.76 1.72 2.14 1.57 1.57
Q50% 2.33 3.01 2.34 2.73 2.12 2.53 2.27 2.35
Q95% 2.92 3.81 2.94 3.57 2.59 3.18 2.88 2.96

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 2.62 3.70 1.48 1.95 2.24 2.96 1.42 1.46
max 5.82 8.50 7.23 8.67 5.13 6.67 8.12 7.63
mean 4.14 6.01 3.27 3.45 3.64 4.73 3.49 3.26
st.dev. 0.79 1.16 1.58 1.69 0.72 0.91 1.79 1.60
Q5% 2.90 4.26 1.64 1.96 2.54 3.34 1.72 1.64
Q50% 4.18 6.08 2.82 2.88 3.73 4.77 2.90 2.82
Q95% 5.39 7.82 6.67 6.60 4.79 6.16 7.44 6.64

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 2.52 3.48 1.32 1.35 2.08 2.81 1.31 1.32
max 11.62 17.10 10.02 11.21 9.34 13.36 9.27 10.33
mean 5.37 7.79 2.82 2.90 4.37 6.13 2.78 2.84
st.dev. 2.15 3.29 1.29 1.37 1.74 2.52 1.24 1.31
Q5% 3.01 4.22 1.50 1.53 2.52 3.37 1.48 1.50
Q50% 4.62 6.72 2.55 2.60 3.72 5.28 2.49 2.55
Q95% 10.02 14.66 4.54 4.86 8.13 11.49 4.44 4.59

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 2855.00 2855.00 2846.00 2846.00 2855.00 2855.00 2846.00 2846.00
min 1.80 2.31 1.17 1.13 1.54 1.95 1.08 1.16
max 19.14 33.01 12.47 17.15 14.66 23.86 10.36 13.71
mean 3.17 4.38 2.42 2.69 2.71 3.54 2.29 2.42
st.dev. 1.35 2.12 0.96 1.19 1.12 1.60 0.83 0.97
Q5% 2.00 2.55 1.38 1.42 1.72 2.16 1.36 1.38
Q50% 2.70 3.64 2.25 2.42 2.33 2.97 2.18 2.26
Q95% 5.83 8.56 4.21 4.77 5.08 6.66 3.69 4.20