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  4. 89543610 / TRI CONTINENTAL CORP

89543610 / TRI CONTINENTAL CORP

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 1.65 1.76 2.09 2.32 1.45 1.60 1.86 2.19
max 2.59 2.76 4.23 4.33 2.25 2.51 4.23 4.25
mean 2.11 2.23 2.97 3.10 1.85 2.04 2.94 3.00
st.dev. 0.20 0.21 0.55 0.53 0.17 0.19 0.58 0.54
Q5% 1.76 1.86 2.22 2.41 1.55 1.70 2.00 2.31
Q50% 2.14 2.25 2.88 2.97 1.88 2.07 2.87 2.89
Q95% 2.41 2.55 3.89 4.00 2.11 2.33 3.89 3.89

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 1.17 1.24 1.10 1.10 1.13 1.19 1.14 1.08
max 1.65 1.75 17.07 24.94 1.61 1.67 13.92 19.63
mean 1.32 1.41 2.22 2.49 1.27 1.35 2.14 2.29
st.dev. 0.10 0.11 1.98 3.04 0.10 0.11 1.56 2.32
Q5% 1.20 1.26 1.22 1.20 1.15 1.22 1.27 1.19
Q50% 1.29 1.38 1.75 1.68 1.24 1.31 1.79 1.72
Q95% 1.54 1.64 5.31 7.42 1.48 1.56 4.26 5.99

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 340.00 340.00 340.00 340.00 340.00 340.00 340.00 340.00
min 1.19 1.27 1.12 1.03 1.14 1.21 1.15 1.10
max 2.05 2.28 13.51 15.52 1.93 2.11 11.42 13.77
mean 1.39 1.49 1.90 1.88 1.32 1.41 1.89 1.89
st.dev. 0.15 0.17 0.88 0.95 0.16 0.16 0.78 0.88
Q5% 1.22 1.30 1.21 1.19 1.16 1.24 1.23 1.21
Q50% 1.36 1.45 1.78 1.75 1.29 1.38 1.78 1.77
Q95% 1.71 1.78 2.91 2.88 1.66 1.71 2.87 2.83

1987-10-19 to 1988-01-19
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 64.00 64.00 64.00 64.00 64.00 64.00 64.00 64.00
min 1.64 1.94 1.69 1.77 1.66 1.74 1.21 1.77
max 8.84 10.41 9.47 12.12 10.05 9.21 10.52 9.05
mean 3.20 3.62 3.82 5.24 3.76 3.29 4.18 3.99
st.dev. 1.55 1.87 1.88 2.15 1.82 1.61 2.16 1.83
Q5% 1.79 1.98 1.70 3.08 1.95 1.88 1.73 1.95
Q50% 2.65 2.96 3.23 4.41 3.06 2.76 3.73 3.49
Q95% 6.81 8.21 7.31 9.22 7.74 7.19 8.22 7.69

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 1.43 1.90 1.66 2.87 1.34 1.50 1.17 1.87
max 2.55 3.47 8.84 14.28 2.82 2.69 7.68 10.64
mean 1.72 2.43 2.65 4.71 1.66 1.89 2.00 3.02
st.dev. 0.19 0.40 1.22 2.20 0.25 0.24 0.95 1.43
Q5% 1.50 1.96 1.69 3.06 1.37 1.58 1.21 1.93
Q50% 1.69 2.34 2.09 3.67 1.59 1.84 1.77 2.35
Q95% 2.06 3.16 5.21 9.48 2.17 2.34 3.51 6.00

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 1.46 1.72 1.72 1.34 1.32 1.72 1.72
max 2.79 2.98 4.52 4.55 2.91 2.83 4.49 4.52
mean 1.93 2.03 2.72 2.73 2.03 1.95 2.72 2.72
st.dev. 0.40 0.44 0.66 0.66 0.43 0.42 0.66 0.66
Q5% 1.37 1.50 1.98 1.98 1.48 1.38 1.98 1.98
Q50% 1.87 1.98 2.48 2.48 1.97 1.88 2.48 2.48
Q95% 2.70 2.88 4.00 4.02 2.84 2.75 3.97 4.00

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 1.24 1.57 1.22 1.17 1.17 1.28 1.18 1.19
max 3.41 3.76 5.64 8.55 3.44 3.50 5.63 6.40
mean 1.64 2.03 2.37 2.51 1.55 1.73 2.32 2.39
st.dev. 0.35 0.36 0.82 0.94 0.39 0.36 0.80 0.85
Q5% 1.30 1.59 1.34 1.42 1.19 1.36 1.32 1.34
Q50% 1.59 1.95 2.28 2.33 1.43 1.68 2.25 2.28
Q95% 2.39 2.64 3.92 4.00 2.42 2.46 3.90 3.93

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 1.25 1.35 1.27 1.21 1.28 1.29 1.29 1.24
max 7.28 8.22 10.98 11.24 6.69 7.52 10.79 11.04
mean 2.62 2.96 2.72 2.95 2.41 2.70 2.69 2.76
st.dev. 1.18 1.32 1.28 1.47 1.09 1.22 1.26 1.31
Q5% 1.45 1.63 1.36 1.36 1.34 1.50 1.37 1.36
Q50% 2.18 2.47 2.34 2.57 2.01 2.25 2.31 2.41
Q95% 5.05 5.70 4.90 6.09 4.65 5.22 4.78 5.15

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 9841.00 9841.00 9841.00 9841.00 9841.00 9841.00 9841.00 9841.00
min 1.10 1.11 1.06 1.03 1.07 1.08 1.01 1.06
max 8.84 10.41 17.44 28.11 10.05 9.21 13.92 20.97
mean 1.85 2.19 2.55 3.21 1.68 1.91 2.30 2.70
st.dev. 0.68 0.81 1.10 2.03 0.58 0.68 0.90 1.29
Q5% 1.23 1.37 1.33 1.37 1.19 1.26 1.28 1.32
Q50% 1.67 1.99 2.28 2.62 1.52 1.74 2.12 2.37
Q95% 3.22 3.78 4.61 7.23 2.79 3.22 3.82 5.10