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  4. 69440210 / PACIFIC HOLDING CORP

69440210 / PACIFIC HOLDING CORP

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 611.00 611.00 611.00 611.00 611.00 611.00 611.00 611.00
min 1.39 1.71 1.05 1.10 1.27 1.48 1.05 1.07
max 5.33 6.87 8.21 12.43 4.65 5.78 6.44 9.57
mean 2.08 2.55 2.17 2.22 1.84 2.21 2.17 2.18
st.dev. 0.54 0.68 0.80 0.92 0.49 0.58 0.77 0.83
Q5% 1.58 1.92 1.24 1.26 1.40 1.68 1.25 1.25
Q50% 1.95 2.39 2.05 2.09 1.72 2.07 2.06 2.06
Q95% 2.95 3.61 3.49 3.51 2.74 3.13 3.49 3.49