Period

Observations

1Y Historical

2Y Historical

3Y Historical

4Y Historical

5Y Historical

Filtered Volatility

2000

255

21*

(8.24%)

[2.19%]

{0.24%}

18

(7.06%)

[2.35%]

{0.12%}

15

(5.88%)

[2.37%]

{0.10%}

23*

(9.02%)

[2.12%]

{0.16%}

29*

(11.37%)

[1.90%]

{0.12%}

16

(6.27%)

[2.24%]

{0.44%}

2001

254

21*

(8.27%)

[2.38%]

{0.17%}

20

(7.87%)

[2.33%]

{0.12%}

20

(7.87%)

[2.36%]

{0.04%}

18

(7.09%)

[2.39%]

{0.05%}

22*

(8.66%)

[2.26%]

{0.10%}

14

(5.51%)

[2.79%]

{1.05%}

2002

253

23*

(9.09%)

[3.16%]

{0.60%}

27*

(10.67%)

[2.76%]

{0.39%}

28*

(11.07%)

[2.57%]

{0.22%}

32*

(12.65%)

[2.54%]

{0.08%}

31*

(12.25%)

[2.52%]

{0.10%}

20

(7.91%)

[3.41%]

{1.23%}

2003

256

3

(1.17%)

[3.78%]

{0.60%}

7

(2.73%)

[3.61%]

{0.05%}

9

(3.52%)

[3.16%]

{0.07%}

11

(4.30%)

[2.86%]

{0.07}

10

(3.91%)

[2.80%]

{0.09%}

8

(3.13%)

[2.96%]

{1.05%}

2004

259

9

(3.47%)

[1.72%]

{0.34%}

0

(0%)

[3.05%]

{0.53%}

0

(0%)

[2.99%]

{0.11%}

1

(0.39%)

[2.81%]

{0.04%}

2

(0.77%)

[2.67%]

{0.004%}

8

(3.09%)

[1.71%]

{0.33%}

2005

257

15

(5.84%)

[1.11%]

{0.18%}

8

(3.11%)

[1.46%]

{0.21%}

0

(0%)

[2.42%]

{0.39%}

0

(0%)

[2.64%]

{0.08%}

0

(0%)

[2.62%]

{0.02%}

15

(5.84%)

[1.09%]

{0.16%}

2006

256

20

(7.81%)

[1.29%]

{0.17%}

20

(7.81%)

[1.25%]

{0.08%}

15

(5.86%)

[1.41%]

{0.08%}

4

(1.56%)

[2.17%]

{0.31%}

2

(0.78%)

[2.45%]

{0.11%}

19

(7.42%)

[1.44%]

{0.50%}

2007

256

20

(7.81%)

[1.49%]

{0.15%}

19

(7.42%)

[1.43%]

{0.12%}

24*

(9.38%)

[1.34%]

{0.06%}

22*

(8.59%)

[1.41%]

{0.05%}

10

(3.91%)

[2.01%]

{0.25%}

17

(6.64%)

[1.57%]

{0.45%}

2008

257

29*

(11.28%)

[2.42%]

{0.84%}

44*

(17.12%)

[1.95%]

{0.33%}

47*

(18.29%)

[1.80%]

{0.25%}

52*

(20.23%)

[1.67%]

{0.17%}

49*

(19.07%)

[1.67%]

{0.11%}

30*

(11.67%)

[2.95%]

{1.31%}

2009

257

2

(0.79%)

[4.44%]

{0.66%}

8

(3.11%)

[3.33%]

{0.26%}

14

(5.45%)

[2.65%]

{0.11%}

19

(7.39%)

[2.34%]

{0.10%}

20

(7.78%)

[2.14%]

{0.10%}

13

(5.06%)

[3.18%]

{1.07%}

2010

258

14

(5.43%)

[2.48%]

{0.17%}

6

(2.33%)

[3.27%]

{0.34%}

8

(3.10%)

[2.96%]

{0.14%}

11

(4.26%)

[2.64%]

{0.09%}

14

(5.43%)

[2.38%]

{0.08%}

12

(4.65%)

[2.48%]

{0.87%}

2011

257

22*

(8.56%)

[2.32%]

{0.37%}

19

(7.39%)

[2.38%]

{0.19%}

15

(5.84%)

[2.86%]

{0.08%}

16

(6.23%)

[2.79%]

{0.13%}

16

(6.23%)

[2.55%]

{0.12%}

15

(5.84%)

[3.06%]

{1.36%}