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  4. 55284510 / M G I C INVESTMENT CORP

55284510 / M G I C INVESTMENT 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 1.98 2.24 2.24 2.32 1.83 2.04 2.28 2.28
max 3.61 4.08 5.49 5.70 3.31 3.70 5.58 5.59
mean 2.64 2.99 3.24 3.37 2.43 2.71 3.29 3.30
st.dev. 0.41 0.46 0.80 0.83 0.37 0.42 0.82 0.82
Q5% 2.04 2.31 2.31 2.40 1.88 2.10 2.35 2.36
Q50% 2.61 2.95 3.11 3.23 2.41 2.68 3.16 3.17
Q95% 3.35 3.78 4.90 5.08 3.06 3.42 4.99 4.99

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 1.45 1.71 1.11 1.18 1.38 1.52 1.11 1.11
max 1.92 2.32 3.94 3.93 1.90 2.02 3.97 3.93
mean 1.71 2.04 1.92 1.99 1.63 1.80 1.92 1.92
st.dev. 0.11 0.14 0.55 0.58 0.12 0.12 0.54 0.55
Q5% 1.56 1.84 1.25 1.25 1.46 1.64 1.26 1.24
Q50% 1.72 2.04 1.80 1.91 1.60 1.80 1.81 1.81
Q95% 1.86 2.23 2.90 2.90 1.85 1.96 2.95 2.88

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 165.00 165.00 165.00 165.00 165.00 165.00 165.00 165.00
min 1.48 1.72 1.08 1.13 1.36 1.54 1.10 1.07
max 2.63 3.16 5.04 6.78 2.33 2.78 4.60 5.54
mean 1.81 2.13 1.84 2.00 1.67 1.89 1.79 1.83
st.dev. 0.28 0.36 0.57 0.69 0.22 0.31 0.51 0.58
Q5% 1.53 1.79 1.15 1.24 1.44 1.59 1.16 1.15
Q50% 1.74 2.07 1.72 1.86 1.60 1.84 1.67 1.70
Q95% 2.49 2.99 2.70 2.95 2.21 2.63 2.55 2.63

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 2066.00 2066.00 2066.00 2066.00 2066.00 2066.00 2066.00 2066.00
min 1.28 1.42 1.08 1.09 1.20 1.32 1.09 1.07
max 4.62 5.44 5.70 6.78 4.18 4.82 5.70 5.70
mean 1.99 2.28 2.27 2.42 1.84 2.06 2.23 2.29
st.dev. 0.53 0.62 0.76 0.83 0.48 0.55 0.74 0.78
Q5% 1.44 1.61 1.29 1.35 1.32 1.48 1.29 1.30
Q50% 1.80 2.09 2.15 2.29 1.66 1.87 2.11 2.18
Q95% 3.05 3.50 3.70 3.99 2.78 3.16 3.60 3.74