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  4. 73317470 / POPULAR INC

73317470 / POPULAR INC

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 1.20 1.54 1.43 1.47 1.27 1.27 1.40 1.43
max 2.96 3.30 5.32 8.55 3.17 2.88 4.06 6.39
mean 1.74 2.08 2.35 2.44 1.72 1.80 2.34 2.37
st.dev. 0.36 0.38 0.69 0.98 0.40 0.34 0.63 0.77
Q5% 1.31 1.61 1.48 1.59 1.29 1.39 1.46 1.51
Q50% 1.64 1.99 2.22 2.21 1.62 1.71 2.28 2.21
Q95% 2.50 2.94 3.46 3.63 2.66 2.56 3.41 3.49

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 2.17 2.91 1.63 1.58 1.80 2.39 1.65 1.59
max 9.59 13.84 7.54 10.96 8.00 10.92 6.05 8.51
mean 4.56 6.40 2.49 2.54 3.75 5.13 2.48 2.49
st.dev. 1.90 2.77 1.04 1.35 1.57 2.18 0.93 1.12
Q5% 2.53 3.40 1.65 1.63 2.10 2.79 1.69 1.62
Q50% 3.96 5.59 2.17 2.22 3.26 4.46 2.18 2.17
Q95% 8.26 11.82 4.11 4.11 6.80 9.37 4.11 4.11

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 1.46 1.71 1.07 1.18 1.31 1.52 1.14 1.06
max 3.03 3.58 3.37 3.71 2.90 3.17 3.41 3.37
mean 1.99 2.38 2.12 2.28 1.83 2.08 2.12 2.12
st.dev. 0.36 0.45 0.49 0.56 0.35 0.38 0.48 0.49
Q5% 1.47 1.75 1.36 1.43 1.33 1.54 1.36 1.36
Q50% 1.96 2.34 2.14 2.30 1.80 2.05 2.12 2.14
Q95% 2.57 3.08 3.13 3.41 2.41 2.69 3.15 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 1.76 2.13 1.20 1.20 1.56 1.86 1.18 1.20
max 12.13 15.11 12.39 17.35 12.38 12.98 11.49 13.92
mean 3.90 4.77 3.00 3.05 3.51 4.14 2.97 3.02
st.dev. 1.58 1.96 1.49 1.60 1.51 1.69 1.44 1.52
Q5% 2.05 2.45 1.45 1.48 1.81 2.14 1.44 1.46
Q50% 3.60 4.38 2.69 2.71 3.18 3.83 2.68 2.69
Q95% 6.81 8.27 5.63 5.88 6.03 7.23 5.46 5.69

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 5913.00 5913.00 5904.00 5904.00 5913.00 5913.00 5904.00 5904.00
min 1.19 1.35 1.07 1.10 1.12 1.23 1.03 1.06
max 12.13 15.11 18.35 26.98 12.38 12.98 14.89 21.09
mean 2.22 2.72 2.53 2.66 2.03 2.35 2.49 2.55
st.dev. 0.88 1.19 1.15 1.36 0.79 0.97 1.11 1.21
Q5% 1.47 1.70 1.38 1.42 1.34 1.53 1.36 1.38
Q50% 1.98 2.38 2.29 2.39 1.81 2.08 2.24 2.30
Q95% 3.75 4.79 4.50 4.80 3.41 4.03 4.41 4.57