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  4. 91529Y10 / UNUM GROUP

91529Y10 / UNUM GROUP

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 99.00 99.00 90.00 90.00 99.00 99.00 90.00 90.00
min 1.53 1.81 1.41 1.72 1.36 1.60 1.22 1.48
max 2.78 3.32 5.96 5.96 2.47 2.93 5.96 5.96
mean 1.99 2.39 2.65 2.81 1.76 2.10 2.58 2.68
st.dev. 0.37 0.43 1.07 1.10 0.33 0.38 1.06 1.07
Q5% 1.54 1.86 1.43 1.73 1.37 1.63 1.31 1.49
Q50% 1.89 2.27 2.33 2.43 1.68 2.00 2.27 2.34
Q95% 2.65 3.16 4.80 5.33 2.36 2.79 4.72 4.86

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 1.73 2.04 1.26 1.51 1.55 1.82 1.34 1.26
max 3.43 3.96 6.61 9.46 3.11 3.57 5.63 7.50
mean 2.44 2.88 2.27 2.38 2.18 2.56 2.29 2.28
st.dev. 0.41 0.47 0.84 1.11 0.38 0.43 0.75 0.92
Q5% 1.87 2.21 1.45 1.51 1.67 1.96 1.54 1.45
Q50% 2.29 2.73 2.11 2.19 2.03 2.41 2.15 2.11
Q95% 3.23 3.76 3.49 3.45 2.92 3.39 3.52 3.47

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 1.71 2.19 1.91 2.26 1.53 1.85 1.32 1.80
max 2.97 4.17 6.78 7.93 2.52 3.24 4.82 6.32
mean 2.24 2.96 4.43 5.24 1.91 2.44 3.08 4.19
st.dev. 0.27 0.42 1.21 1.42 0.23 0.30 0.79 1.12
Q5% 1.86 2.42 2.68 3.09 1.58 2.03 1.89 2.53
Q50% 2.19 2.87 4.31 5.09 1.85 2.39 2.99 4.05
Q95% 2.78 3.87 6.26 7.40 2.36 3.04 4.29 5.90

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 1.95 2.63 1.12 1.16 1.75 2.16 1.11 1.11
max 12.28 16.50 10.87 11.41 12.90 13.46 12.63 11.00
mean 3.64 4.95 2.72 2.89 3.28 4.04 2.75 2.75
st.dev. 1.79 2.40 1.31 1.40 1.85 1.97 1.43 1.33
Q5% 2.06 2.78 1.32 1.33 1.81 2.28 1.30 1.32
Q50% 2.82 3.85 2.51 2.67 2.54 3.13 2.48 2.54
Q95% 7.28 9.88 5.09 5.44 7.30 8.07 5.25 5.10

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 5592.00 5592.00 5583.00 5583.00 5592.00 5592.00 5583.00 5583.00
min 1.14 1.38 1.12 1.16 1.10 1.27 1.09 1.11
max 13.54 17.06 15.54 24.71 12.90 13.74 12.63 18.56
mean 2.40 3.35 3.12 3.76 2.15 2.67 2.63 3.18
st.dev. 1.03 1.69 1.37 1.82 0.97 1.19 1.08 1.41
Q5% 1.42 1.76 1.50 1.69 1.31 1.51 1.36 1.52
Q50% 2.16 2.86 2.79 3.28 1.91 2.37 2.39 2.83
Q95% 4.13 6.25 5.74 7.23 3.66 4.77 4.52 5.83