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  4. 55284810 / M G I C INVESTMENT CORP WIS

55284810 / M G I C INVESTMENT CORP WIS

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 1.36 1.52 1.65 1.70 1.25 1.39 1.60 1.66
max 4.16 4.82 5.69 5.53 4.22 4.34 5.70 5.53
mean 2.45 2.83 2.64 2.66 2.41 2.55 2.67 2.63
st.dev. 0.65 0.76 0.80 0.78 0.69 0.68 0.84 0.79
Q5% 1.80 2.06 1.75 1.80 1.72 1.87 1.70 1.75
Q50% 2.23 2.57 2.55 2.59 2.17 2.32 2.60 2.55
Q95% 3.81 4.39 4.62 4.52 3.79 3.96 4.67 4.52

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 1.49 1.74 1.16 1.16 1.34 1.56 1.16 1.16
max 2.73 3.19 3.53 3.82 2.47 2.85 3.45 3.62
mean 1.77 2.06 2.22 2.36 1.62 1.85 2.18 2.26
st.dev. 0.21 0.25 0.58 0.65 0.21 0.23 0.56 0.60
Q5% 1.54 1.79 1.41 1.43 1.39 1.60 1.40 1.41
Q50% 1.75 2.04 2.13 2.30 1.59 1.83 2.09 2.18
Q95% 2.22 2.59 3.24 3.51 2.05 2.33 3.20 3.33

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 1.91 2.38 1.86 1.86 1.66 2.05 1.55 1.82
max 11.62 15.53 12.16 13.00 9.70 12.79 12.16 12.16
mean 4.66 6.02 3.52 3.73 3.97 5.06 3.38 3.53
st.dev. 1.61 2.15 1.45 1.55 1.35 1.77 1.42 1.45
Q5% 2.59 3.29 2.00 2.18 2.24 2.80 1.92 1.99
Q50% 4.35 5.55 3.15 3.31 3.73 4.66 3.03 3.15
Q95% 7.71 9.93 6.11 6.70 6.61 8.30 5.89 6.14

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 4392.00 4392.00 4383.00 4383.00 4392.00 4392.00 4383.00 4383.00
min 1.20 1.29 1.08 1.08 1.14 1.22 1.06 1.08
max 11.62 15.53 33.19 53.51 9.70 12.79 25.30 39.92
mean 2.23 2.72 2.65 3.00 2.02 2.37 2.48 2.71
st.dev. 1.04 1.38 1.24 1.72 0.90 1.14 1.12 1.34
Q5% 1.45 1.66 1.33 1.37 1.34 1.50 1.32 1.33
Q50% 1.92 2.29 2.38 2.59 1.73 2.02 2.25 2.42
Q95% 4.44 5.58 4.67 5.95 3.97 4.78 4.19 4.95