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  4. 55819610 / MADISON RES INC

55819610 / MADISON RES INC

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 1.50 1.68 1.74 1.74 1.47 1.56 1.74 1.74
max 3.09 3.50 4.53 4.63 3.05 3.23 4.53 4.53
mean 2.14 2.39 2.91 2.93 2.10 2.23 2.91 2.91
st.dev. 0.46 0.52 0.67 0.68 0.45 0.48 0.67 0.67
Q5% 1.55 1.73 2.07 2.07 1.51 1.61 2.07 2.07
Q50% 2.02 2.25 2.78 2.82 1.98 2.10 2.78 2.78
Q95% 2.96 3.32 4.21 4.29 2.93 3.09 4.21 4.21

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 1.25 1.39 1.17 1.31 1.15 1.28 1.14 1.21
max 2.25 2.54 3.74 4.10 2.07 2.33 3.57 3.83
mean 1.47 1.65 2.12 2.26 1.36 1.51 2.07 2.16
st.dev. 0.18 0.21 0.64 0.71 0.16 0.19 0.62 0.66
Q5% 1.29 1.45 1.27 1.36 1.19 1.33 1.20 1.31
Q50% 1.40 1.57 1.99 2.14 1.30 1.44 1.95 2.05
Q95% 1.84 2.07 3.21 3.52 1.69 1.90 3.14 3.29

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 339.00 339.00 339.00 339.00 339.00 339.00 339.00 339.00
min 1.38 1.61 1.08 1.16 1.24 1.44 1.10 1.10
max 4.61 5.75 6.28 6.28 4.52 4.93 6.28 6.28
mean 1.95 2.34 2.27 2.42 1.77 2.06 2.27 2.33
st.dev. 0.46 0.59 0.76 0.78 0.47 0.50 0.78 0.77
Q5% 1.49 1.76 1.25 1.35 1.33 1.56 1.23 1.26
Q50% 1.87 2.25 2.30 2.41 1.67 1.98 2.27 2.34
Q95% 2.84 3.43 3.46 3.60 2.63 2.99 3.40 3.56

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 2921.00 2921.00 2921.00 2921.00 2921.00 2921.00 2921.00 2921.00
min 1.17 1.27 1.08 1.05 1.15 1.21 1.10 1.05
max 6.46 8.64 8.39 12.91 6.16 7.12 7.99 9.81
mean 1.88 2.20 2.24 2.34 1.75 1.97 2.22 2.25
st.dev. 0.49 0.67 0.79 0.92 0.45 0.54 0.75 0.82
Q5% 1.33 1.47 1.28 1.34 1.24 1.36 1.28 1.29
Q50% 1.79 2.09 2.10 2.18 1.67 1.89 2.10 2.11
Q95% 2.79 3.44 3.64 3.76 2.56 2.98 3.50 3.66