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  4. 72925110 / PLUM CREEK TIMBER CO INC

72925110 / PLUM CREEK TIMBER CO INC

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 1.32 1.47 1.16 1.11 1.27 1.36 1.23 1.15
max 4.62 5.26 4.32 4.82 4.25 4.79 4.00 4.45
mean 1.94 2.17 1.98 2.00 1.81 1.99 2.01 1.98
st.dev. 0.65 0.76 0.61 0.68 0.59 0.68 0.57 0.63
Q5% 1.41 1.59 1.31 1.28 1.29 1.45 1.35 1.30
Q50% 1.71 1.89 1.82 1.80 1.59 1.75 1.86 1.80
Q95% 3.37 3.85 3.08 3.18 3.11 3.49 3.06 3.08

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 1.50 1.80 1.10 1.11 1.33 1.59 1.13 1.10
max 3.26 3.95 3.80 3.80 3.05 3.45 4.16 3.80
mean 1.98 2.38 1.83 1.83 1.77 2.09 1.86 1.82
st.dev. 0.42 0.51 0.58 0.58 0.38 0.45 0.61 0.58
Q5% 1.56 1.86 1.23 1.21 1.38 1.64 1.23 1.22
Q50% 1.82 2.18 1.69 1.69 1.62 1.92 1.69 1.67
Q95% 2.83 3.41 3.12 3.10 2.52 2.99 3.22 3.11

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 1.41 1.55 1.10 1.24 1.30 1.45 1.06 1.15
max 6.48 8.07 7.62 7.62 6.42 6.93 7.62 7.62
mean 2.67 2.96 2.27 2.34 2.56 2.74 2.25 2.29
st.dev. 1.00 1.15 0.83 0.83 1.03 1.04 0.83 0.83
Q5% 1.56 1.71 1.32 1.38 1.47 1.60 1.30 1.36
Q50% 2.44 2.70 2.10 2.17 2.32 2.50 2.10 2.14
Q95% 4.75 5.33 3.69 3.87 4.67 4.90 3.64 3.72

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 4943.00 4943.00 4934.00 4934.00 4943.00 4943.00 4934.00 4934.00
min 1.22 1.32 1.04 1.06 1.15 1.25 1.05 1.05
max 6.64 8.07 8.76 12.02 6.42 6.99 7.86 9.75
mean 2.05 2.40 2.14 2.36 1.88 2.15 2.02 2.17
st.dev. 0.72 0.84 0.72 0.89 0.69 0.75 0.65 0.76
Q5% 1.37 1.54 1.28 1.33 1.27 1.42 1.24 1.29
Q50% 1.81 2.15 1.99 2.16 1.64 1.90 1.90 2.01
Q95% 3.46 4.07 3.44 3.82 3.25 3.65 3.25 3.47