Period

Observations

1Y Historical

2Y Historical

3Y Historical

4Y Historical

5Y Historical

Filtered Volatility

2000

252

16

(6.35%)

[2.06%]

{0.09%}

16

(6.35%)

[2.05%]

{0.07%}

19

(7.54%)

[1.92%]

{0.05%}

22*

(8.73%)

[1.82%]

{0.05%}

28*

(11.11%)

[1.73%]

{0.07%}

20

(7.94%)

[1.96%]

{0.34%}

2001

248

12

(4.84%)

[2.21%]

{0.11%}

13

(5.24%)

[2.11%]

{0.02%}

13

(5.24%)

[2.10]

{0.02%}

13

(5.24%)

[2.01%]

{0.04%}

17

(6.85%)

[1.90%]

{0.03%}

14

(5.65%)

[2.25%]

{0.37%}

2002

252

21*

(8.33%)

[2.17%]

{0.28%}

20

(7.49%)

[2.21%]

{0.19%}

23*

(9.13%)

[2.18%]

{0.13%}

25*

(9.92%)

[2.13%]

{0.06%}

29*

(11.51%)

[2.04%]

{0.10%}

19

(7.54%)

[2.36%]

{0.43%}

2003

252

3

(1.19%)

[2.27%]

{0.40%}

4

(1.59%)

[2.34%]

{0.04%}

4

(1.59%)

[2.34%]

{0.03%}

5

(1.98%)

[2.25%]

{0.01%}

5

(1.98%)

[2.20%]

{0.03%}

6

(2.38%)

[2.08%]

{0.44%}

2004

252

11

(4.37%)

[1.33%]

{0.07%}

0

(0%)

[1.91%]

{0.35%}

0

(0%)

[2.05%]

{0.12%}

0

(0%)

[2.10%]

{0.06%}

0

(0%)

[2.10%]

{0.02%}

6

(2.38%)

[1.37%]

{0.10}

2005

252

9

(3.57%)

[1.09%]

{0.07%}

6

(2.38%)

[1.19%]

{0.10%}

2

(0.79%)

[1.63%]

{0.20%}

0

(0%)

[1.80%]

{0.09%}

0

(0%)

[1.91%]

{0.06%}

8

(3.17%)

[1.09%]

{0.07%}

2006

251

12

(4.78%)

[1.01%]

{0.03%}

10

(3.98%)

[1.05%]

{0.03%}

9

(3.59%)

[1.13%]

{0.07%}

4

(1.59%)

[1.50%]

{0.13%}

3

(1.20%)

[1.67%]

{0.07%}

12

(4.78%)

[1.04%]

{0.19%}

2007

251

28*

(11.16%)

[1.22%]

{0.27%}

32*

(12.75%)

[1.13%]

{0.14%}

34*

(13.55%)

[1.10%]

{0.07%}

31*

(12.35%)

[1.15%]

{0.05%}

22*

(8.76%)

[1.46%]

{0.07%}

20

(7.97%)

[1.52%]

{0.63%}

2008

253

30*

(11.86%)

[2.67%]

{0.68%}

43*

(17%)

[1.99%]

{0.46%}

52*

(20.55%)

[1.68%]

{0.33%}

55*

(21.74%)

[1.51%]

{0.20%}

56*

(22.13%)

[1.44%]

{0.11%}

23*

(9.09%)

[3.36%]

{2.06%}

2009

252

2

(0.79%)

[4.44%]

{0.66%}

11

(4.37%)

[3.38%]

{0.13%}

12

(4.76%)

[2.88%]

{0.13%}

21*

(8.33%)

[2.44%]

{0.13}

25*

(9.92%)

[2.17%]

{0.17%}

16

(6.35%)

[2.59%]

{0.74%}