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G6852T10 / PARTNERRE LTD

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 1.69 2.12 1.21 1.14 1.47 1.81 1.21 1.18
max 3.71 4.65 4.47 4.94 3.21 3.98 4.50 4.57
mean 2.30 2.90 2.61 2.65 1.99 2.47 2.56 2.61
st.dev. 0.48 0.61 0.94 1.15 0.41 0.52 0.79 0.98
Q5% 1.73 2.17 1.45 1.39 1.50 1.86 1.45 1.42
Q50% 2.22 2.78 2.39 2.34 1.92 2.38 2.39 2.39
Q95% 3.21 4.03 4.31 4.78 2.78 3.45 3.94 4.39

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 1.80 2.29 1.05 1.25 1.54 1.94 1.11 1.11
max 12.39 16.30 6.47 7.68 11.45 13.55 7.35 6.51
mean 2.58 3.35 2.55 2.78 2.32 2.81 2.62 2.61
st.dev. 1.30 1.75 1.31 1.40 1.24 1.44 1.43 1.33
Q5% 1.85 2.35 1.24 1.31 1.59 1.99 1.23 1.27
Q50% 2.24 2.88 2.08 2.39 1.94 2.43 2.09 2.14
Q95% 4.70 6.23 5.59 5.96 4.36 5.15 5.85 5.67

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 1.52 1.82 1.13 1.13 1.35 1.59 1.10 1.13
max 7.39 8.79 13.28 21.39 7.24 7.77 12.38 15.97
mean 2.43 2.91 2.73 3.24 2.31 2.56 2.69 2.81
st.dev. 1.14 1.37 1.43 1.92 1.16 1.21 1.50 1.54
Q5% 1.60 1.91 1.31 1.37 1.47 1.68 1.28 1.32
Q50% 2.04 2.45 2.46 2.69 1.87 2.15 2.35 2.45
Q95% 5.39 6.46 5.24 6.97 5.23 5.69 5.60 5.41

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 3827.00 3827.00 3818.00 3818.00 3827.00 3827.00 3818.00 3818.00
min 1.40 1.66 1.04 1.04 1.26 1.41 1.05 1.07
max 12.39 16.30 13.28 21.39 11.45 13.55 12.38 15.97
mean 2.27 2.83 2.39 3.21 1.95 2.38 2.24 2.62
st.dev. 0.64 0.85 0.97 1.68 0.59 0.69 0.86 1.15
Q5% 1.63 1.96 1.30 1.36 1.44 1.71 1.27 1.33
Q50% 2.13 2.63 2.18 2.70 1.83 2.24 2.10 2.33
Q95% 3.30 4.27 4.29 6.58 2.75 3.47 3.64 4.93