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  4. 78642910 / SAFECO CORP

78642910 / SAFECO 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 2.64 3.30 1.23 1.27 2.18 2.76 1.23 1.23
max 3.71 5.23 3.55 3.71 3.45 4.18 3.55 3.55
mean 3.16 4.42 2.27 2.37 2.64 3.55 2.26 2.27
st.dev. 0.23 0.34 0.61 0.65 0.25 0.26 0.62 0.61
Q5% 2.82 3.93 1.33 1.36 2.33 3.16 1.33 1.33
Q50% 3.15 4.44 2.09 2.21 2.58 3.54 2.08 2.10
Q95% 3.56 4.92 3.40 3.55 3.15 3.96 3.40 3.40

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 2.33 3.22 1.20 1.13 1.92 2.60 1.24 1.17
max 4.22 6.48 14.92 23.57 3.32 4.95 11.47 17.76
mean 2.80 3.87 2.83 3.40 2.30 3.13 2.59 3.01
st.dev. 0.34 0.51 2.39 3.91 0.27 0.39 1.78 2.89
Q5% 2.40 3.29 1.27 1.27 1.96 2.67 1.27 1.27
Q50% 2.73 3.76 1.95 1.92 2.24 3.04 1.95 1.95
Q95% 3.33 4.58 6.98 10.59 2.75 3.69 5.51 8.14

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 339.00 339.00 339.00 339.00 339.00 339.00 339.00 339.00
min 2.28 3.08 1.18 1.09 1.88 2.53 1.18 1.13
max 8.06 12.52 10.33 16.63 6.25 9.51 7.88 12.42
mean 3.15 4.45 2.42 2.53 2.55 3.55 2.36 2.45
st.dev. 0.63 1.01 0.96 1.41 0.48 0.75 0.82 1.09
Q5% 2.45 3.35 1.42 1.40 2.02 2.73 1.44 1.40
Q50% 3.02 4.21 2.18 2.22 2.46 3.38 2.17 2.18
Q95% 4.26 6.04 4.13 4.93 3.44 4.82 3.96 4.35

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 1.54 1.81 1.12 1.26 1.44 1.61 1.14 1.12
max 9.62 12.03 6.71 6.71 8.26 10.17 6.71 6.71
mean 3.28 3.72 2.73 2.71 3.08 3.34 2.74 2.67
st.dev. 1.98 2.47 1.15 1.13 1.65 2.06 1.15 1.14
Q5% 1.59 1.88 1.63 1.55 1.48 1.67 1.61 1.55
Q50% 2.57 2.63 2.38 2.38 2.47 2.54 2.44 2.34
Q95% 7.58 9.05 5.36 5.38 6.58 7.69 5.22 5.29

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 1.46 1.75 1.21 1.26 1.30 1.57 1.19 1.23
max 2.41 2.82 15.86 23.98 2.16 2.52 12.54 18.32
mean 1.72 2.07 2.48 2.87 1.54 1.82 2.35 2.59
st.dev. 0.17 0.21 1.82 2.86 0.16 0.18 1.43 2.14
Q5% 1.54 1.84 1.34 1.48 1.38 1.62 1.29 1.40
Q50% 1.68 2.02 2.09 2.35 1.50 1.77 2.02 2.16
Q95% 2.09 2.46 3.72 3.78 1.88 2.19 3.61 3.71

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 1.65 1.98 1.50 1.52 1.45 1.74 1.51 1.49
max 3.29 4.01 3.63 3.63 3.10 3.50 3.63 3.63
mean 2.51 3.03 2.20 2.23 2.35 2.65 2.20 2.20
st.dev. 0.41 0.50 0.50 0.51 0.39 0.43 0.49 0.50
Q5% 1.97 2.37 1.61 1.63 1.79 2.08 1.60 1.60
Q50% 2.48 2.99 2.09 2.13 2.37 2.62 2.09 2.10
Q95% 3.13 3.79 3.06 3.21 2.92 3.32 3.02 3.08

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 1.31 1.67 1.14 1.32 1.22 1.35 1.11 1.18
max 3.08 4.32 3.59 4.24 2.55 3.35 3.21 3.73
mean 1.83 2.41 2.19 2.53 1.65 1.95 1.99 2.26
st.dev. 0.38 0.65 0.62 0.77 0.27 0.44 0.53 0.65
Q5% 1.39 1.71 1.31 1.37 1.31 1.45 1.19 1.33
Q50% 1.71 2.21 2.14 2.50 1.58 1.82 2.00 2.20
Q95% 2.68 3.76 3.30 3.90 2.22 2.91 2.95 3.43

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 194.00 194.00 194.00 194.00 194.00 194.00 194.00 194.00
min 1.64 1.91 1.11 1.11 1.48 1.71 1.11 1.11
max 28.81 28.81 25.80 33.84 28.81 28.81 20.95 27.79
mean 4.21 4.45 5.39 5.58 4.18 4.26 5.27 5.43
st.dev. 4.65 4.74 5.33 5.85 4.66 4.66 5.05 5.43
Q5% 1.75 2.02 1.33 1.34 1.60 1.82 1.33 1.33
Q50% 2.84 2.94 2.80 2.83 2.85 2.86 2.74 2.79
Q95% 12.45 13.51 16.30 16.52 12.06 12.82 16.30 16.30

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 8023.00 8023.00 8014.00 8014.00 8023.00 8023.00 8014.00 8014.00
min 1.23 1.38 1.02 1.05 1.14 1.27 1.02 1.02
max 28.81 28.81 30.00 47.04 28.81 28.81 24.04 35.19
mean 2.36 3.10 2.37 2.61 2.03 2.57 2.28 2.43
st.dev. 1.18 1.67 1.52 2.05 1.03 1.32 1.33 1.67
Q5% 1.47 1.69 1.27 1.29 1.35 1.53 1.26 1.27
Q50% 1.99 2.51 2.10 2.20 1.78 2.12 2.04 2.12
Q95% 4.09 6.02 3.94 4.59 3.29 4.70 3.74 4.06