SABR - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	3.86%	3.52%	3.19%	5.93%	7.72%	7.73%	0.91	1.06	0.84	1.14
Weekly	8.49%	10.96%	9.26%	14.03%	16.99%	17.01%	0.83	1.16	0.70	1.37
Monthly	15.39%	30.57%	19.38%	29.19%	35.37%	35.41%	0.69	1.39	0.48	1.98
Quarterly	22.56%	84.58%	35.66%	47.60%	61.27%	61.33%	0.53	1.80	0.29	3.33
Annual	—	—	—	—	122.54%	122.66%	0.29	3.33	0.08	11.34
Option Time Horizon	—	—	—	—	47.13%	47.18%	0.61	1.57	0.38	2.51

Calculation Notes: Computed at 2026-02-22T14:21 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $0.98 | Strike (K): $1.00 (first OTM call ≥ spot) | Observed Mid-Price: $0.1750 (Bid $0.1000 / Ask $0.2500) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 122.54% (CRR binomial tree, American, n=20 steps) | BS IV: 122.13% (European Black-Scholes) | Yahoo IV (Annual): 122.66% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2020-03-19	$0.1400
2019-12-19	$0.1400
2019-09-19	$0.1400
2019-06-20	$0.1400
2019-03-20	$0.1400
2018-12-20	$0.1400
2018-09-20	$0.1400
2018-06-20	$0.1400
2018-03-20	$0.1400
2017-12-20	$0.1400
2017-09-20	$0.1400
2017-06-19	$0.1400
2017-03-17	$0.1400
2016-12-19	$0.1300
2016-09-19	$0.1300
2016-06-17	$0.1300
2016-03-17	$0.1300
2015-12-17	$0.0900
2015-09-17	$0.0900
2015-06-17	$0.0900
2015-03-12	$0.0900
2014-12-11	$0.0900
2014-08-27	$0.0900

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.65. Further, an Excess Kurtosis of 18.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.60%	23	0.77%	0.77%
-11.60% to -8.71%	25	0.84%	1.61%
-8.71% to -5.81%	78	2.62%	4.23%
-5.81% to -2.91%	233	7.82%	12.06%
-2.91% to -0.01%	1111	37.31%	49.36%
-0.01% to 2.88%	1151	38.65%	88.01%
2.88% to 5.78%	229	7.69%	95.70%
5.78% to 8.67%	75	2.52%	98.22%
8.67% to 11.57%	24	0.81%	99.03%
Greater than 11.57%	29	0.97%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.88%	3.85%	83.98%	68.27%
±2σ	-7.74%	7.71%	95.20%	95.45%
±3σ	-11.60%	11.57%	98.25%	99.73%

Descriptive Statistics

Mean	-0.015%
Standard Error	0.071%
Median	0.000%
Mode	0.000%
Standard Deviation	3.862%
Sample Variance	14.918%
Kurtosis	18.05
Skewness	0.65
Range	75.780%
Minimum	-35.667%
Maximum	40.113%
Count	2978

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.369%	1431	48.05%	1.138%
Negative	-2.337%	1470	49.36%	-1.154%
Zero	0.000%	77	2.59%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	16.59%
20	1 Month	9.95%
60	1 Quarter	6.95%
250	1 Year	6.25%
750	3 Years	6.07%
1,250	5 Years	5.93%
2,500	10 Years	4.74%
5,000	20 Years	4.43%
12,500	50 Years	4.43%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.42. Further, an Excess Kurtosis of 21.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.25%	0	0.00%	0.00%
-6.25% to -3.62%	0	0.00%	0.00%
-3.62% to -0.98%	0	0.00%	0.00%
-0.98% to 1.66%	465	15.61%	15.61%
1.66% to 4.29%	1393	46.76%	62.37%
4.29% to 6.93%	692	23.23%	85.60%
6.93% to 9.56%	253	8.49%	94.09%
9.56% to 12.20%	97	3.26%	97.35%
12.20% to 14.84%	25	0.84%	98.19%
Greater than 14.84%	54	1.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.78%	7.81%	89.66%	68.27%
±2σ	-2.74%	11.32%	96.54%	95.45%
±3σ	-6.25%	14.84%	98.19%	99.73%

Descriptive Statistics

Mean	4.292%
Standard Error	0.064%
Median	3.423%
Mode	4.000%
Standard Deviation	3.515%
Sample Variance	12.353%
Kurtosis	21.80
Skewness	3.42
Range	47.975%
Minimum	0.548%
Maximum	48.523%
Count	2979

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.292%	2979	100.00%	4.292%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.09. Further, an Excess Kurtosis of 13.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.39%	20	0.67%	0.67%
-9.39% to -7.00%	31	1.04%	1.71%
-7.00% to -4.61%	82	2.75%	4.46%
-4.61% to -2.22%	284	9.53%	14.00%
-2.22% to 0.17%	1166	39.14%	53.14%
0.17% to 2.57%	985	33.06%	86.20%
2.57% to 4.96%	256	8.59%	94.80%
4.96% to 7.35%	90	3.02%	97.82%
7.35% to 9.74%	35	1.17%	98.99%
Greater than 9.74%	30	1.01%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.01%	3.36%	81.37%	68.27%
±2σ	-6.20%	6.55%	94.56%	95.45%
±3σ	-9.39%	9.74%	98.32%	99.73%

Descriptive Statistics

Mean	0.175%
Standard Error	0.058%
Median	0.039%
Mode	0.000%
Standard Deviation	3.189%
Sample Variance	10.170%
Kurtosis	13.25
Skewness	1.09
Range	55.998%
Minimum	-22.490%
Maximum	33.508%
Count	2979

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.192%	1494	50.15%	1.099%
Negative	-1.946%	1415	47.50%	-0.924%
Zero	0.000%	70	2.35%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.63. Further, an Excess Kurtosis of 12.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.55%	8	1.29%	1.29%
-25.55% to -19.18%	7	1.13%	2.43%
-19.18% to -12.81%	10	1.62%	4.05%
-12.81% to -6.44%	61	9.87%	13.92%
-6.44% to -0.07%	208	33.66%	47.57%
-0.07% to 6.30%	245	39.64%	87.22%
6.30% to 12.67%	55	8.90%	96.12%
12.67% to 19.04%	15	2.43%	98.54%
19.04% to 25.41%	4	0.65%	99.19%
Greater than 25.41%	5	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.56%	8.42%	81.39%	68.27%
±2σ	-17.05%	16.91%	95.31%	95.45%
±3σ	-25.55%	25.41%	97.90%	99.73%

Descriptive Statistics

Mean	-0.070%
Standard Error	0.342%
Median	0.170%
Mode	0.000%
Standard Deviation	8.492%
Sample Variance	72.119%
Kurtosis	12.54
Skewness	0.63
Range	112.434%
Minimum	-41.749%
Maximum	70.685%
Count	618

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.100%	317	51.29%	2.616%
Negative	-5.608%	296	47.90%	-2.686%
Zero	0.000%	5	0.81%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	26.84%
12	1 Quarter	16.32%
52	1 Year	14.79%
156	3 Years	14.34%
260	5 Years	14.03%
520	10 Years	11.16%
1,040	20 Years	10.37%
2,600	50 Years	10.37%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.14. Further, an Excess Kurtosis of 30.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.54%	0	0.00%	0.00%
-21.54% to -13.32%	0	0.00%	0.00%
-13.32% to -5.11%	0	0.00%	0.00%
-5.11% to 3.11%	53	8.56%	8.56%
3.11% to 11.33%	345	55.74%	64.30%
11.33% to 19.54%	152	24.56%	88.85%
19.54% to 27.76%	32	5.17%	94.02%
27.76% to 35.98%	14	2.26%	96.28%
35.98% to 44.20%	11	1.78%	98.06%
Greater than 44.20%	12	1.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.37%	22.28%	90.79%	68.27%
±2σ	-10.58%	33.24%	95.64%	95.45%
±3σ	-21.54%	44.19%	98.06%	99.73%

Descriptive Statistics

Mean	11.327%
Standard Error	0.440%
Median	8.284%
Mode	3.322%
Standard Deviation	10.956%
Sample Variance	120.037%
Kurtosis	30.19
Skewness	4.14
Range	130.956%
Minimum	1.468%
Maximum	132.424%
Count	619

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.327%	619	100.00%	11.327%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.93. Further, an Excess Kurtosis of 19.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.80%	1	0.16%	0.16%
-26.80% to -19.86%	3	0.48%	0.65%
-19.86% to -12.92%	14	2.26%	2.91%
-12.92% to -5.98%	57	9.21%	12.12%
-5.98% to 0.96%	295	47.66%	59.77%
0.96% to 7.91%	178	28.76%	88.53%
7.91% to 14.85%	46	7.43%	95.96%
14.85% to 21.79%	9	1.45%	97.42%
21.79% to 28.73%	6	0.97%	98.38%
Greater than 28.73%	10	1.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.29%	10.22%	84.17%	68.27%
±2σ	-17.55%	19.48%	95.64%	95.45%
±3σ	-26.80%	28.73%	98.22%	99.73%

Descriptive Statistics

Mean	0.965%
Standard Error	0.372%
Median	0.000%
Mode	0.000%
Standard Deviation	9.256%
Sample Variance	85.679%
Kurtosis	19.23
Skewness	2.93
Range	116.153%
Minimum	-30.948%
Maximum	85.205%
Count	619

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.424%	307	49.60%	3.186%
Negative	-4.477%	307	49.60%	-2.220%
Zero	0.000%	5	0.81%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.27. Further, an Excess Kurtosis of 4.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -46.80%	1	0.70%	0.70%
-46.80% to -35.26%	3	2.11%	2.82%
-35.26% to -23.71%	6	4.23%	7.04%
-23.71% to -12.17%	12	8.45%	15.49%
-12.17% to -0.63%	47	33.10%	48.59%
-0.63% to 10.92%	51	35.92%	84.51%
10.92% to 22.46%	14	9.86%	94.37%
22.46% to 34.01%	6	4.23%	98.59%
34.01% to 45.55%	1	0.70%	99.30%
Greater than 45.55%	1	0.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.02%	14.76%	77.46%	68.27%
±2σ	-31.41%	30.16%	95.07%	95.45%
±3σ	-46.80%	45.55%	98.59%	99.73%

Descriptive Statistics

Mean	-0.627%
Standard Error	1.292%
Median	-0.002%
Mode	-8.438%
Standard Deviation	15.392%
Sample Variance	236.921%
Kurtosis	4.12
Skewness	0.27
Range	127.781%
Minimum	-55.235%
Maximum	72.546%
Count	142

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.004%	71	50.00%	5.002%
Negative	-11.258%	71	50.00%	-5.629%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	28.41%
12	1 Year	29.18%
36	3 Years	30.41%
60	5 Years	29.19%
120	10 Years	23.86%
240	20 Years	22.13%
600	50 Years	22.13%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.43. Further, an Excess Kurtosis of 58.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -64.03%	0	0.00%	0.00%
-64.03% to -41.11%	0	0.00%	0.00%
-41.11% to -18.18%	0	0.00%	0.00%
-18.18% to 4.75%	0	0.00%	0.00%
4.75% to 27.67%	87	60.84%	60.84%
27.67% to 50.59%	40	27.97%	88.81%
50.59% to 73.52%	11	7.69%	96.50%
73.52% to 96.45%	4	2.80%	99.30%
96.45% to 119.37%	0	0.00%	99.30%
Greater than 119.37%	1	0.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.90%	58.24%	93.01%	68.27%
±2σ	-33.46%	88.80%	99.30%	95.45%
±3σ	-64.03%	119.37%	99.30%	99.73%

Descriptive Statistics

Mean	27.670%
Standard Error	2.556%
Median	19.322%
Mode	15.385%
Standard Deviation	30.567%
Sample Variance	934.324%
Kurtosis	58.82
Skewness	6.43
Range	315.041%
Minimum	4.959%
Maximum	320.000%
Count	143

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.670%	143	100.00%	27.670%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.74. Further, an Excess Kurtosis of 14.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -54.37%	0	0.00%	0.00%
-54.37% to -39.83%	1	0.70%	0.70%
-39.83% to -25.29%	1	0.70%	1.40%
-25.29% to -10.75%	17	11.89%	13.29%
-10.75% to 3.79%	66	46.15%	59.44%
3.79% to 18.32%	39	27.27%	86.71%
18.32% to 32.86%	9	6.29%	93.01%
32.86% to 47.40%	6	4.20%	97.20%
47.40% to 61.94%	2	1.40%	98.60%
Greater than 61.94%	2	1.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.60%	23.17%	81.12%	68.27%
±2σ	-34.98%	42.55%	95.80%	95.45%
±3σ	-54.37%	61.94%	98.60%	99.73%

Descriptive Statistics

Mean	3.786%
Standard Error	1.621%
Median	0.767%
Mode	-41.067%
Standard Deviation	19.384%
Sample Variance	375.752%
Kurtosis	14.56
Skewness	2.74
Range	174.794%
Minimum	-41.067%
Maximum	133.727%
Count	143

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.632%	76	53.15%	7.776%
Negative	-8.517%	67	46.85%	-3.990%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.01. Further, an Excess Kurtosis of 1.51 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -70.24%	0	0.00%	0.00%
-70.24% to -53.32%	1	2.08%	2.08%
-53.32% to -36.40%	3	6.25%	8.33%
-36.40% to -19.48%	5	10.42%	18.75%
-19.48% to -2.56%	16	33.33%	52.08%
-2.56% to 14.36%	12	25.00%	77.08%
14.36% to 31.28%	9	18.75%	95.83%
31.28% to 48.20%	1	2.08%	97.92%
48.20% to 65.11%	0	0.00%	97.92%
Greater than 65.11%	1	2.08%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.12%	20.00%	77.08%	68.27%
±2σ	-47.68%	42.56%	95.83%	95.45%
±3σ	-70.24%	65.12%	97.92%	99.73%

Descriptive Statistics

Mean	-2.562%
Standard Error	3.256%
Median	-4.247%
Mode	-65.311%
Standard Deviation	22.559%
Sample Variance	508.903%
Kurtosis	1.51
Skewness	0.01
Range	130.648%
Minimum	-65.311%
Maximum	65.337%
Count	48

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.917%	23	47.92%	7.148%
Negative	-18.642%	25	52.08%	-9.709%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	44.41%
12	3 Years	48.55%
20	5 Years	47.60%
40	10 Years	40.59%
80	20 Years	37.93%
200	50 Years	37.93%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.44. Further, an Excess Kurtosis of 34.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -194.47%	0	0.00%	0.00%
-194.47% to -131.04%	0	0.00%	0.00%
-131.04% to -67.61%	0	0.00%	0.00%
-67.61% to -4.18%	0	0.00%	0.00%
-4.18% to 59.25%	36	73.47%	73.47%
59.25% to 122.68%	10	20.41%	93.88%
122.68% to 186.11%	2	4.08%	97.96%
186.11% to 249.54%	0	0.00%	97.96%
249.54% to 312.98%	0	0.00%	97.96%
Greater than 312.98%	1	2.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.33%	143.82%	95.92%	68.27%
±2σ	-109.90%	228.40%	97.96%	95.45%
±3σ	-194.48%	312.98%	97.96%	99.73%

Descriptive Statistics

Mean	59.250%
Standard Error	12.082%
Median	39.400%
Mode	10.543%
Standard Deviation	84.575%
Sample Variance	7153.009%
Kurtosis	34.00
Skewness	5.44
Range	581.275%
Minimum	10.543%
Maximum	591.818%
Count	49

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	59.250%	49	100.00%	59.250%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.22. Further, an Excess Kurtosis of 15.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -96.66%	0	0.00%	0.00%
-96.66% to -69.91%	0	0.00%	0.00%
-69.91% to -43.17%	0	0.00%	0.00%
-43.17% to -16.42%	4	8.16%	8.16%
-16.42% to 10.33%	27	55.10%	63.27%
10.33% to 37.08%	12	24.49%	87.76%
37.08% to 63.82%	3	6.12%	93.88%
63.82% to 90.57%	2	4.08%	97.96%
90.57% to 117.32%	0	0.00%	97.96%
Greater than 117.32%	1	2.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.33%	45.99%	85.71%	68.27%
±2σ	-61.00%	81.65%	97.96%	95.45%
±3σ	-96.66%	117.32%	97.96%	99.73%

Descriptive Statistics

Mean	10.328%
Standard Error	5.095%
Median	4.857%
Mode	-38.497%
Standard Deviation	35.663%
Sample Variance	1271.862%
Kurtosis	15.03
Skewness	3.22
Range	235.058%
Minimum	-38.497%
Maximum	196.561%
Count	49

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	26.528%	29	59.18%	15.700%
Negative	-13.164%	20	40.82%	-5.373%
Zero	0.000%	0	0.00%	0.000%

SABR Deep Analytical Report