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Model risk of risk models

57060U10 / MARKET VECTORS E T F TRUST


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 664.00 664.00 655.00 655.00 664.00 664.00 655.00 655.00
min 1.23 1.36 1.18 1.34 1.12 1.25 1.10 1.33
max 2.68 3.40 4.50 5.67 2.41 2.91 3.60 4.67
mean 1.84 2.37 2.50 3.14 1.66 2.01 2.07 2.59
st.dev. 0.33 0.45 0.60 0.83 0.29 0.37 0.45 0.63
Q5% 1.31 1.60 1.56 1.79 1.20 1.40 1.41 1.58
Q50% 1.86 2.42 2.43 3.12 1.67 2.03 2.02 2.52
Q95% 2.35 3.03 3.49 4.44 2.11 2.56 2.80 3.62