3875 3862 3856 3852 3828 3825 3811 3802 3798 3791

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Unformatted text preview: 56 -3,852 -3,828 -3,825 -3,811 -3,802 -3,798 -3,791 -3,787 -3,774 -3,765 -3,753 -3,700 -3,676 -3,587 -3,562 -3,555 -3,520 -3,493 -3,492 -3,490 -3,478 -3,453 -3,445 -3,434 -3,404 -3,395 -3,384 -3,376 -3,345 -3,343 -3,340 -3,329 -3,306 -3,298 -3,291 -3,288 -3,191 -3,185 -3,175 -3,165 -3,164 -3,161 -3,157 -3,156 -3,144 -3,129 -3,119 -3,113 -3,079 -3,075 -3,073 -3,003 -2,977 -2,968 -2,838 -2,827 -2,825 -2,825 -2,775 -2,767 -2,762 -2,761 -2,703 -2,689 -2,686 -2,685 -2,667 -2,652 -2,642 -2,640 -2,638 -2,636 -2,613 -2,609 -2,600 -2,594 -2,563 -2,556 -2,510 -2,506 -2,500 -2,435 -2,354 -2,349 -2,316 -2,311 -2,280 -2,279 -2,124 -2,112 -2,093 -2,092 -2,047 -2,040 -2,021 -1,995 -1,991 -1,991 -1,990 -1,944 -1,897 -1,888 -1,862 -1,849 -1,837 -1,832 -1,803 -1,779 -1,775 -1,748 -1,742 -1,734 -1,726 5% 1-day VaR Correlation -42,287 0.95 Mean Std Dev 3 Std Dev 0.10% #NAME? #NAME? Percentage #NAME? Dollars Worst Loss Std Devs -208,709 #NAME? Date 7-Nov-11 4-Nov-11 3-Nov-11 2-Nov-11 1-Nov-11 31-Oct-11 28-Oct-11 27-Oct-11 26-Oct-11 25-Oct-11 24-Oct-11 21-Oct-11 20-Oct-11 19-Oct-11 18-Oct-11 17-Oct-11 14-Oct-11 13-Oct-11 12-Oct-11 11-Oct-11 10-Oct-11 7-Oct-11 6-Oct-11 5-Oct-11 4-Oct-11 3-Oct-11 30-Sep-11 29-Sep-11 28-Sep-11 27-Sep-11 26-Sep-11 23-Sep-11 22-Sep-11 21-Sep-11 20-Sep-11 19-Sep-11 16-Sep-11 15-Sep-11 14-Sep-11 13-Sep-11 12-Sep-11 9-Sep-11 8-Sep-11 7-Sep-11 6-Sep-11 2-Sep-11 1-Sep-11 31-Aug-11 30-Aug-11 29-Aug-11 26-Aug-11 25-Aug-11 24-Aug-11 23-Aug-11 22-Aug-11 19-Aug-11 18-Aug-11 17-Aug-11 16-Aug-11 15-Aug-11 12-Aug-11 11-Aug-11 10-Aug-11 9-Aug-11 8-Aug-11 5-Aug-11 4-Aug-11 3-Aug-11 2-Aug-11 1-Aug-11 29-Jul-11 28-Jul-11 27-Jul-11 26-Jul-11 25-Jul-11 22-Jul-11 21-Jul-11 20-Jul-11 19-Jul-11 18-Jul-11 15-Jul-11 14-Jul-11 13-Jul-11 12-Jul-11 11-Jul-11 8-Jul-11 7-Jul-11 6-Jul-11 5-Jul-11 1-Jul-11 30-Jun-11 29-Jun-11 28-Jun-11 27-Jun-11 24-Jun-11 23-Jun-11 22-Jun-11 21-Jun-11 20-Jun-11 17-Jun-11 16-Jun-11 15-Jun-11 14-Jun-11 13-Jun-11 10-Jun-11 9-Jun-11 8-Jun-11 7-Jun-11 6-Jun-11...
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