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  4. 53037010 / LIBERTY CORP SC

53037010 / LIBERTY CORP SC

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 1.45 1.77 1.94 1.93 1.28 1.54 1.53 1.92
max 7.02 8.58 10.79 18.13 6.80 7.46 10.49 12.05
mean 2.82 3.30 4.44 5.62 2.67 2.95 4.39 4.58
st.dev. 1.43 1.82 1.93 3.08 1.30 1.54 2.05 2.04
Q5% 1.55 1.89 2.18 2.37 1.37 1.65 2.32 2.18
Q50% 2.12 2.18 4.26 5.21 2.14 2.13 3.76 4.67
Q95% 5.56 6.78 8.23 9.55 5.14 5.90 8.66 8.09

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 1.59 1.98 1.63 3.10 1.38 1.70 1.22 1.98
max 3.38 4.33 7.56 18.29 3.32 3.66 5.18 10.38
mean 2.12 2.73 3.34 7.29 1.86 2.30 2.41 4.39
st.dev. 0.35 0.43 1.55 3.67 0.33 0.38 0.83 2.16
Q5% 1.69 2.22 1.66 3.30 1.50 1.85 1.37 2.08
Q50% 2.04 2.64 2.83 6.23 1.77 2.19 2.27 3.73
Q95% 2.81 3.55 6.39 13.84 2.46 3.03 3.90 8.26

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 2.00 2.11 1.51 1.52 1.72 1.96 1.33 1.50
max 8.24 9.43 23.34 35.67 7.93 8.36 18.18 27.54
mean 2.48 2.82 3.10 3.32 2.30 2.48 3.15 3.16
st.dev. 0.85 0.97 2.71 4.22 0.90 0.86 2.13 3.22
Q5% 2.04 2.23 1.71 1.69 1.75 2.05 1.71 1.71
Q50% 2.29 2.64 2.57 2.59 2.14 2.29 2.65 2.57
Q95% 3.70 4.13 4.64 5.33 3.60 3.68 4.86 4.92

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 135.00 135.00 135.00 135.00 135.00 135.00 135.00 135.00
min 1.74 2.24 1.14 1.14 1.49 1.89 1.14 1.14
max 6.00 9.62 4.07 5.77 4.58 7.19 3.64 4.44
mean 2.53 3.38 2.28 2.33 2.13 2.78 2.24 2.29
st.dev. 0.48 0.79 0.57 0.67 0.35 0.58 0.55 0.60
Q5% 1.94 2.51 1.38 1.39 1.71 2.10 1.32 1.38
Q50% 2.45 3.24 2.30 2.34 2.07 2.68 2.29 2.30
Q95% 3.06 4.21 3.09 3.15 2.53 3.41 2.96 3.15

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 3951.00 3951.00 3942.00 3942.00 3951.00 3951.00 3942.00 3942.00
min 1.38 1.63 1.04 1.04 1.23 1.44 1.04 1.02
max 8.24 10.03 23.34 35.67 7.93 8.36 18.18 27.54
mean 2.23 2.79 2.67 3.52 1.98 2.39 2.34 2.84
st.dev. 0.55 0.76 1.47 2.85 0.52 0.61 1.06 1.76
Q5% 1.66 2.00 1.29 1.31 1.48 1.76 1.28 1.29
Q50% 2.12 2.64 2.26 2.42 1.86 2.26 2.12 2.29
Q95% 3.13 4.03 5.68 9.73 2.87 3.39 4.02 6.48