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Start Date:
End Date:

7/1/96

Std. Dev: 15.91%

Skewness (N = 0): -4.81
Kurtosis (N = 3): 110.7

Frequency

1% (N = -2.33): -2.49
5% (N = -1.65): -1.4
95% (N = 1.65): 1.33
99% (N = 2.33): 2.25

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Standard Deviations from Mean

Source: Datastream
Daily Excess Returns, 10-Year Basis

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1996

1995

1994

1993

1992

1991

1990

1989

1988

1987

1986

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