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  4. 93932210 / WASHINGTON MUTUAL INC

93932210 / WASHINGTON MUTUAL INC

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 1.74 2.14 1.37 1.32 1.58 1.86 1.39 1.34
max 7.12 8.87 5.64 5.64 7.21 7.62 5.69 5.64
mean 2.66 3.23 3.01 3.21 2.68 2.82 3.11 3.04
st.dev. 1.09 1.39 1.10 1.14 1.09 1.18 1.16 1.09
Q5% 1.81 2.21 1.71 1.74 1.77 1.92 1.81 1.71
Q50% 2.35 2.79 2.88 3.10 2.38 2.48 2.88 2.88
Q95% 5.11 6.35 4.96 4.93 5.16 5.46 5.34 4.93

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 1.63 2.00 1.16 1.75 1.43 1.74 1.19 1.30
max 3.65 4.51 5.00 7.01 3.39 3.89 5.76 5.42
mean 1.97 2.45 2.02 2.78 1.78 2.11 2.04 2.19
st.dev. 0.32 0.40 0.82 1.19 0.33 0.35 0.77 0.91
Q5% 1.69 2.07 1.19 1.76 1.48 1.80 1.36 1.33
Q50% 1.87 2.31 1.74 2.14 1.66 1.99 1.82 1.82
Q95% 2.58 3.21 3.55 5.05 2.38 2.76 3.56 3.84

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 1.59 1.93 1.66 1.52 1.42 1.68 1.66 1.60
max 5.09 6.39 6.23 6.02 4.76 5.47 6.58 6.12
mean 2.77 3.41 2.75 2.66 2.60 2.94 2.82 2.71
st.dev. 0.81 1.03 1.02 1.03 0.76 0.88 1.08 1.02
Q5% 1.65 1.98 1.72 1.60 1.52 1.73 1.72 1.65
Q50% 2.60 3.18 2.58 2.48 2.38 2.74 2.63 2.54
Q95% 4.27 5.22 5.09 4.94 3.99 4.51 5.33 5.01

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 1.25 1.36 1.17 1.20 1.18 1.28 1.16 1.17
max 2.43 2.68 3.34 3.81 2.33 2.50 3.07 3.43
mean 1.58 1.70 1.94 1.95 1.50 1.59 1.93 1.94
st.dev. 0.26 0.27 0.46 0.48 0.24 0.25 0.45 0.46
Q5% 1.27 1.38 1.31 1.31 1.21 1.30 1.31 1.31
Q50% 1.51 1.65 1.85 1.86 1.44 1.54 1.85 1.85
Q95% 2.04 2.18 2.68 2.70 1.91 2.03 2.64 2.70

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 198.00 198.00 198.00 198.00 198.00 198.00 198.00 198.00
min 1.41 1.67 1.57 1.63 1.41 1.47 1.57 1.59
max 10.14 11.96 10.28 16.42 9.82 10.64 9.39 12.30
mean 4.25 5.04 3.30 3.41 3.86 4.47 3.24 3.33
st.dev. 1.75 2.08 1.53 1.87 1.58 1.84 1.39 1.63
Q5% 1.97 2.25 1.78 1.80 1.96 2.01 1.77 1.78
Q50% 3.94 4.66 2.90 2.90 3.55 4.14 2.90 2.90
Q95% 7.47 8.85 6.59 6.73 6.67 7.85 6.06 6.64

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 5445.00 5445.00 5436.00 5436.00 5445.00 5445.00 5436.00 5436.00
min 1.20 1.29 1.08 1.09 1.14 1.22 1.08 1.07
max 10.14 11.96 12.22 20.71 9.82 10.64 9.39 14.68
mean 2.05 2.45 2.30 2.57 1.86 2.15 2.24 2.37
st.dev. 0.74 0.92 0.89 1.25 0.68 0.79 0.82 0.98
Q5% 1.42 1.56 1.28 1.33 1.33 1.44 1.27 1.31
Q50% 1.85 2.23 2.16 2.28 1.68 1.95 2.12 2.20
Q95% 3.17 3.91 3.76 4.93 2.90 3.36 3.66 4.08