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  4. 84452110 / SOUTHLAND ROYALTY CO

84452110 / SOUTHLAND ROYALTY CO

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 1.55 1.80 1.14 1.12 1.44 1.62 1.19 1.13
max 2.49 3.21 3.00 2.94 2.12 2.70 3.05 2.98
mean 1.97 2.45 1.85 1.86 1.72 2.11 1.86 1.85
st.dev. 0.19 0.30 0.44 0.44 0.15 0.22 0.44 0.44
Q5% 1.75 2.15 1.24 1.24 1.53 1.86 1.26 1.24
Q50% 1.92 2.37 1.80 1.84 1.67 2.04 1.80 1.81
Q95% 2.38 3.07 2.44 2.44 2.02 2.58 2.44 2.44

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 1.40 1.56 1.23 1.20 1.33 1.42 1.29 1.22
max 8.08 7.40 9.36 9.36 8.50 7.90 9.36 9.36
mean 2.27 2.52 2.85 2.80 2.16 2.31 2.95 2.83
st.dev. 0.93 0.99 1.69 1.68 0.92 0.95 1.77 1.69
Q5% 1.47 1.65 1.40 1.36 1.37 1.52 1.48 1.39
Q50% 2.12 2.34 2.18 2.16 2.06 2.15 2.27 2.17
Q95% 4.06 4.69 7.09 6.99 3.79 4.19 7.47 7.05

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 338.00 338.00 338.00 338.00 338.00 338.00 338.00 338.00
min 1.35 1.59 1.11 1.10 1.22 1.37 1.14 1.10
max 10.49 11.67 7.84 7.84 10.32 10.81 7.84 7.84
mean 2.17 2.56 2.32 2.38 2.14 2.25 2.33 2.33
st.dev. 0.95 1.08 1.15 1.15 0.97 0.97 1.16 1.15
Q5% 1.45 1.71 1.27 1.28 1.34 1.52 1.28 1.27
Q50% 1.93 2.27 2.02 2.08 1.89 1.99 2.02 2.03
Q95% 3.62 4.25 5.01 5.11 3.59 3.75 5.12 5.01

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 3020.00 3020.00 3020.00 3020.00 3020.00 3020.00 3020.00 3020.00
min 1.28 1.46 1.10 1.10 1.19 1.33 1.09 1.10
max 24.00 41.98 11.51 17.63 17.66 30.15 9.38 13.47
mean 2.73 3.70 2.24 2.31 2.39 3.03 2.22 2.25
st.dev. 2.08 3.68 0.99 1.18 1.61 2.62 0.94 1.03
Q5% 1.51 1.75 1.27 1.28 1.40 1.57 1.27 1.27
Q50% 2.00 2.38 2.05 2.08 1.85 2.10 2.05 2.05
Q95% 6.12 9.57 4.02 4.21 5.15 7.23 3.73 4.00