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  4. 75946610 / RELIANCE GROUP INC

75946610 / RELIANCE GROUP 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 2.40 3.15 1.54 1.54 2.03 2.63 1.54 1.54
max 3.59 4.75 3.66 3.66 3.02 3.94 3.66 3.66
mean 2.84 3.73 2.39 2.39 2.39 3.10 2.39 2.39
st.dev. 0.31 0.40 0.58 0.58 0.26 0.34 0.58 0.58
Q5% 2.49 3.27 1.64 1.65 2.09 2.72 1.64 1.65
Q50% 2.72 3.60 2.34 2.34 2.29 2.98 2.34 2.34
Q95% 3.41 4.50 3.45 3.45 2.87 3.73 3.45 3.45

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 1.84 2.34 1.23 1.22 1.59 1.98 1.23 1.22
max 3.05 3.82 5.61 7.29 2.69 3.27 4.67 6.12
mean 2.17 2.74 2.03 2.04 1.92 2.32 2.01 2.03
st.dev. 0.29 0.35 0.67 0.83 0.26 0.30 0.60 0.72
Q5% 1.89 2.39 1.31 1.30 1.64 2.03 1.36 1.30
Q50% 2.07 2.63 1.89 1.89 1.86 2.20 1.91 1.88
Q95% 2.88 3.64 3.17 3.17 2.51 3.10 2.94 3.11

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 124.00 124.00 124.00 124.00 124.00 124.00 124.00 124.00
min 1.98 2.74 1.06 1.07 1.63 2.21 1.17 1.06
max 5.55 8.81 3.14 3.41 4.26 6.62 3.39 3.14
mean 3.27 4.62 1.91 1.92 2.67 3.69 1.91 1.90
st.dev. 0.82 1.23 0.44 0.47 0.65 0.95 0.44 0.45
Q5% 2.06 2.87 1.28 1.27 1.70 2.31 1.27 1.28
Q50% 3.32 4.70 1.90 1.90 2.73 3.75 1.91 1.88
Q95% 4.67 6.69 2.76 2.81 3.79 5.26 2.79 2.88

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 2026.00 2026.00 2026.00 2026.00 2026.00 2026.00 2026.00 2026.00
min 1.61 1.93 1.06 1.06 1.43 1.70 1.06 1.06
max 5.55 8.81 10.04 14.78 4.55 6.62 8.43 11.82
mean 2.46 3.22 2.22 2.31 2.15 2.68 2.20 2.24
st.dev. 0.52 0.78 0.81 1.03 0.44 0.60 0.73 0.87
Q5% 1.77 2.15 1.28 1.29 1.59 1.87 1.30 1.28
Q50% 2.40 3.14 2.08 2.13 2.09 2.62 2.08 2.08
Q95% 3.39 4.51 3.37 3.49 2.92 3.71 3.30 3.42