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  4. 69347510 / P N C FINANCIAL SERVICES GRP INC

69347510 / P N C FINANCIAL SERVICES GRP INC

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 1.94 2.51 1.26 1.49 1.65 2.11 1.28 1.29
max 19.37 29.37 12.07 15.90 16.30 22.59 11.36 13.21
mean 4.24 5.69 2.92 3.29 3.68 4.68 3.01 2.96
st.dev. 2.60 3.80 1.97 2.24 2.23 2.98 1.96 2.05
Q5% 2.31 3.04 1.46 2.00 2.00 2.52 1.50 1.51
Q50% 3.49 4.66 2.15 2.43 3.01 3.85 2.29 2.19
Q95% 8.36 11.04 6.19 6.28 7.29 9.16 6.48 6.20

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 1.46 1.91 1.42 1.59 1.26 1.55 1.33 1.47
max 4.62 5.50 9.84 9.30 4.11 4.86 10.26 9.71
mean 2.48 3.00 3.18 3.34 2.22 2.62 3.10 3.21
st.dev. 0.68 0.79 1.40 1.50 0.59 0.71 1.37 1.42
Q5% 1.65 2.03 1.50 1.68 1.48 1.76 1.49 1.52
Q50% 2.33 2.81 2.89 3.00 2.08 2.48 2.87 2.92
Q95% 3.93 4.77 5.95 6.10 3.47 4.17 5.73 6.06

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 1.30 1.42 1.69 1.71 1.29 1.33 1.66 1.70
max 2.70 3.00 6.12 6.12 2.73 2.77 6.12 6.12
mean 1.93 2.10 3.08 3.13 1.98 1.97 3.07 3.10
st.dev. 0.41 0.47 1.15 1.16 0.41 0.43 1.16 1.15
Q5% 1.33 1.46 1.76 1.77 1.34 1.36 1.76 1.76
Q50% 1.99 2.18 2.82 2.82 2.04 2.03 2.85 2.82
Q95% 2.54 2.82 5.29 5.29 2.56 2.61 5.29 5.29

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 1.23 1.32 1.06 1.12 1.16 1.25 1.08 1.04
max 2.08 2.20 3.85 3.95 2.08 2.08 3.85 3.85
mean 1.55 1.64 1.99 2.09 1.51 1.56 1.95 1.98
st.dev. 0.22 0.23 0.56 0.61 0.24 0.22 0.55 0.57
Q5% 1.25 1.34 1.26 1.31 1.19 1.26 1.25 1.26
Q50% 1.55 1.65 1.87 1.94 1.50 1.57 1.85 1.86
Q95% 1.94 2.04 2.86 3.17 1.94 1.94 2.78 2.94

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 1.53 1.72 1.13 1.13 1.47 1.58 1.15 1.13
max 11.63 14.12 8.71 12.99 11.67 12.32 8.63 9.68
mean 3.67 4.37 2.99 3.04 3.46 3.86 3.03 3.00
st.dev. 1.59 1.96 1.29 1.40 1.58 1.69 1.28 1.32
Q5% 1.87 2.15 1.62 1.64 1.74 1.95 1.67 1.62
Q50% 3.28 3.85 2.63 2.65 2.99 3.43 2.66 2.63
Q95% 6.02 7.21 5.56 5.68 5.76 6.33 5.66 5.64

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 6788.00 6788.00 6779.00 6779.00 6788.00 6788.00 6779.00 6779.00
min 1.19 1.31 1.03 1.06 1.11 1.22 1.06 1.04
max 19.37 29.37 18.32 28.54 16.30 22.59 14.18 21.65
mean 2.06 2.52 2.51 2.91 1.89 2.19 2.30 2.58
st.dev. 0.87 1.19 1.01 1.37 0.79 0.96 0.87 1.07
Q5% 1.28 1.40 1.33 1.37 1.23 1.31 1.29 1.34
Q50% 1.84 2.24 2.30 2.57 1.67 1.95 2.14 2.34
Q95% 3.57 4.69 4.29 5.39 3.25 3.89 3.73 4.42