VAC - 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	2.59%	2.63%	2.27%	3.32%	3.03%	3.24%	57.14	60.71	55.43	62.59
Weekly	5.54%	7.32%	5.96%	7.81%	6.68%	7.14%	55.09	62.97	51.53	67.32
Monthly	11.38%	20.75%	12.19%	16.49%	13.91%	14.86%	51.25	67.69	44.60	77.79
Quarterly	18.46%	42.06%	18.70%	27.45%	24.09%	25.73%	46.29	74.94	36.38	95.35
Annual	—	—	—	—	48.18%	51.47%	36.38	95.35	22.47	154.37
Option Time Horizon	—	—	—	—	18.53%	19.80%	48.94	70.89	40.66	85.32

Calculation Notes: Computed at 2026-02-22T14:20 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $58.90 | Strike (K): $60.00 (first OTM call ≥ spot) | Observed Mid-Price: $3.8000 (Bid $3.4000 / Ask $4.2000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 5.38% | Binomial IV (Annual): 48.18% (CRR binomial tree, American, n=20 steps) | BS IV: 48.53% (European Black-Scholes) | Yahoo IV (Annual): 51.47% → 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
2025-12-24	$0.8000
2025-09-17	$0.7900
2025-05-23	$0.7900
2025-03-05	$0.7900
2024-12-19	$0.7900
2024-09-19	$0.7600
2024-05-22	$0.7600
2024-02-28	$0.7600
2023-12-20	$0.7600
2023-09-20	$0.7200
2023-05-24	$0.7200
2023-03-01	$0.7200
2022-12-21	$0.7200
2022-09-21	$0.6200
2022-05-25	$0.6200
2022-03-02	$0.6200
2021-12-22	$0.5400
2021-09-22	$0.5400
2020-02-26	$0.5400
2019-12-20	$0.5400
2019-09-18	$0.4500
2019-05-22	$0.4500
2019-02-27	$0.4500
2018-12-19	$0.4500
2018-09-19	$0.4000
2018-05-24	$0.4000
2018-02-28	$0.4000
2017-12-20	$0.4000
2017-09-20	$0.3500
2017-05-23	$0.3500
2017-02-21	$0.3500
2016-12-20	$0.3500
2016-09-20	$0.3000
2016-05-24	$0.3000
2016-02-23	$0.3000
2015-12-17	$0.3000
2015-09-22	$0.2500
2015-06-16	$0.2500
2015-02-24	$0.2500
2014-10-24	$0.2500

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Left Skewed (Extreme Negative Tail Risk) with a Skewness factor of -1.03. Further, an Excess Kurtosis of 26.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.70%	29	0.81%	0.81%
-7.70% to -5.76%	23	0.64%	1.45%
-5.76% to -3.81%	81	2.26%	3.70%
-3.81% to -1.87%	383	10.67%	14.37%
-1.87% to 0.07%	1335	37.19%	51.56%
0.07% to 2.02%	1211	33.73%	85.29%
2.02% to 3.96%	364	10.14%	95.43%
3.96% to 5.90%	109	3.04%	98.47%
5.90% to 7.85%	27	0.75%	99.22%
Greater than 7.85%	28	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.52%	2.67%	81.34%	68.27%
±2σ	-5.11%	5.26%	96.18%	95.45%
±3σ	-7.70%	7.85%	98.41%	99.73%

Descriptive Statistics

Mean	0.074%
Standard Error	0.043%
Median	0.022%
Mode	0.000%
Standard Deviation	2.591%
Sample Variance	6.713%
Kurtosis	26.70
Skewness	-1.03
Range	58.201%
Minimum	-39.656%
Maximum	18.545%
Count	3590

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.716%	1812	50.47%	0.866%
Negative	-1.622%	1754	48.86%	-0.792%
Zero	0.000%	24	0.67%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.90%
20	1 Month	4.25%
60	1 Quarter	3.75%
250	1 Year	4.11%
750	3 Years	3.35%
1,250	5 Years	3.32%
2,500	10 Years	3.39%
5,000	20 Years	3.14%
12,500	50 Years	3.14%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 11.56. Further, an Excess Kurtosis of 280.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.88%	0	0.00%	0.00%
-4.88% to -2.91%	0	0.00%	0.00%
-2.91% to -0.93%	0	0.00%	0.00%
-0.93% to 1.04%	90	2.51%	2.51%
1.04% to 3.02%	2296	63.94%	66.44%
3.02% to 4.99%	875	24.37%	90.81%
4.99% to 6.97%	198	5.51%	96.32%
6.97% to 8.94%	65	1.81%	98.13%
8.94% to 10.91%	22	0.61%	98.75%
Greater than 10.91%	45	1.25%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.38%	5.65%	93.62%	68.27%
±2σ	-2.25%	8.28%	97.66%	95.45%
±3σ	-4.88%	10.91%	98.75%	99.73%

Descriptive Statistics

Mean	3.016%
Standard Error	0.044%
Median	2.470%
Mode	1.559%
Standard Deviation	2.633%
Sample Variance	6.934%
Kurtosis	280.56
Skewness	11.56
Range	84.314%
Minimum	0.404%
Maximum	84.718%
Count	3591

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.016%	3591	100.00%	3.016%
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 3.31. Further, an Excess Kurtosis of 65.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.80%	21	0.58%	0.58%
-6.80% to -5.09%	24	0.67%	1.25%
-5.09% to -3.39%	98	2.73%	3.98%
-3.39% to -1.68%	393	10.94%	14.93%
-1.68% to 0.02%	1304	36.31%	51.24%
0.02% to 1.73%	1231	34.28%	85.52%
1.73% to 3.43%	378	10.53%	96.05%
3.43% to 5.14%	92	2.56%	98.61%
5.14% to 6.84%	29	0.81%	99.42%
Greater than 6.84%	21	0.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.25%	2.30%	80.84%	68.27%
±2σ	-4.52%	4.57%	96.18%	95.45%
±3σ	-6.80%	6.84%	98.83%	99.73%

Descriptive Statistics

Mean	0.023%
Standard Error	0.038%
Median	-0.021%
Mode	0.000%
Standard Deviation	2.273%
Sample Variance	5.166%
Kurtosis	65.16
Skewness	3.31
Range	63.150%
Minimum	-14.794%
Maximum	48.356%
Count	3591

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.507%	1771	49.32%	0.743%
Negative	-1.429%	1811	50.43%	-0.721%
Zero	0.000%	9	0.25%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.34. Further, an Excess Kurtosis of 5.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.28%	7	0.94%	0.94%
-16.28% to -12.12%	14	1.88%	2.82%
-12.12% to -7.97%	15	2.01%	4.83%
-7.97% to -3.81%	85	11.41%	16.24%
-3.81% to 0.35%	236	31.68%	47.92%
0.35% to 4.51%	273	36.64%	84.56%
4.51% to 8.67%	78	10.47%	95.03%
8.67% to 12.82%	27	3.62%	98.66%
12.82% to 16.98%	5	0.67%	99.33%
Greater than 16.98%	5	0.67%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.19%	5.89%	79.73%	68.27%
±2σ	-10.74%	11.44%	94.90%	95.45%
±3σ	-16.28%	16.98%	98.39%	99.73%

Descriptive Statistics

Mean	0.350%
Standard Error	0.203%
Median	0.523%
Mode	0.000%
Standard Deviation	5.544%
Sample Variance	30.731%
Kurtosis	5.84
Skewness	-0.34
Range	64.220%
Minimum	-34.361%
Maximum	29.859%
Count	745

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.699%	418	56.11%	2.075%
Negative	-3.969%	324	43.49%	-1.726%
Zero	0.000%	3	0.40%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	8.93%
12	1 Quarter	8.37%
52	1 Year	9.74%
156	3 Years	8.01%
260	5 Years	7.81%
520	10 Years	7.98%
1,040	20 Years	7.34%
2,600	50 Years	7.34%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.63. Further, an Excess Kurtosis of 125.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.17%	0	0.00%	0.00%
-14.17% to -8.68%	0	0.00%	0.00%
-8.68% to -3.19%	0	0.00%	0.00%
-3.19% to 2.30%	14	1.88%	1.88%
2.30% to 7.79%	490	65.68%	67.56%
7.79% to 13.28%	176	23.59%	91.15%
13.28% to 18.77%	35	4.69%	95.84%
18.77% to 24.26%	16	2.14%	97.99%
24.26% to 29.75%	6	0.80%	98.79%
Greater than 29.75%	9	1.21%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.47%	15.11%	93.16%	68.27%
±2σ	-6.85%	22.43%	97.59%	95.45%
±3σ	-14.17%	29.75%	98.79%	99.73%

Descriptive Statistics

Mean	7.792%
Standard Error	0.268%
Median	6.194%
Mode	5.379%
Standard Deviation	7.320%
Sample Variance	53.576%
Kurtosis	125.13
Skewness	8.63
Range	132.174%
Minimum	1.613%
Maximum	133.787%
Count	746

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.792%	746	100.00%	7.792%
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 2.14. Further, an Excess Kurtosis of 14.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.72%	1	0.13%	0.13%
-17.72% to -13.26%	8	1.07%	1.21%
-13.26% to -8.79%	16	2.14%	3.35%
-8.79% to -4.33%	87	11.66%	15.01%
-4.33% to 0.14%	316	42.36%	57.37%
0.14% to 4.61%	218	29.22%	86.60%
4.61% to 9.07%	64	8.58%	95.17%
9.07% to 13.54%	15	2.01%	97.18%
13.54% to 18.01%	7	0.94%	98.12%
Greater than 18.01%	14	1.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.81%	6.10%	81.50%	68.27%
±2σ	-11.77%	12.05%	95.04%	95.45%
±3σ	-17.72%	18.01%	97.99%	99.73%

Descriptive Statistics

Mean	0.141%
Standard Error	0.218%
Median	-0.439%
Mode	-5.232%
Standard Deviation	5.955%
Sample Variance	35.464%
Kurtosis	14.11
Skewness	2.14
Range	75.562%
Minimum	-20.544%
Maximum	55.018%
Count	746

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.433%	336	45.04%	1.997%
Negative	-3.393%	408	54.69%	-1.856%
Zero	0.000%	2	0.27%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.43. Further, an Excess Kurtosis of 2.76 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.60%	1	0.58%	0.58%
-32.60% to -24.07%	0	0.00%	0.58%
-24.07% to -15.53%	5	2.92%	3.51%
-15.53% to -7.00%	29	16.96%	20.47%
-7.00% to 1.53%	55	32.16%	52.63%
1.53% to 10.06%	52	30.41%	83.04%
10.06% to 18.60%	17	9.94%	92.98%
18.60% to 27.13%	8	4.68%	97.66%
27.13% to 35.66%	2	1.17%	98.83%
Greater than 35.66%	2	1.17%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.85%	12.91%	76.02%	68.27%
±2σ	-21.22%	24.29%	95.91%	95.45%
±3σ	-32.60%	35.66%	98.25%	99.73%

Descriptive Statistics

Mean	1.531%
Standard Error	0.870%
Median	1.056%
Mode	7.384%
Standard Deviation	11.377%
Sample Variance	129.432%
Kurtosis	2.76
Skewness	0.43
Range	91.905%
Minimum	-42.571%
Maximum	49.334%
Count	171

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.148%	93	54.39%	4.975%
Negative	-7.550%	78	45.61%	-3.444%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	16.81%
12	1 Year	20.88%
36	3 Years	17.31%
60	5 Years	16.49%
120	10 Years	18.04%
240	20 Years	16.48%
600	50 Years	16.48%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.07. Further, an Excess Kurtosis of 83.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -43.13%	0	0.00%	0.00%
-43.13% to -27.57%	0	0.00%	0.00%
-27.57% to -12.00%	0	0.00%	0.00%
-12.00% to 3.56%	0	0.00%	0.00%
3.56% to 19.13%	122	70.93%	70.93%
19.13% to 34.69%	36	20.93%	91.86%
34.69% to 50.26%	9	5.23%	97.09%
50.26% to 65.82%	3	1.74%	98.84%
65.82% to 81.39%	0	0.00%	98.84%
Greater than 81.39%	2	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.63%	39.88%	94.19%	68.27%
±2σ	-22.38%	60.63%	98.26%	95.45%
±3σ	-43.13%	81.39%	98.84%	99.73%

Descriptive Statistics

Mean	19.126%
Standard Error	1.582%
Median	14.952%
Mode	3.846%
Standard Deviation	20.753%
Sample Variance	430.667%
Kurtosis	83.24
Skewness	8.07
Range	241.071%
Minimum	3.846%
Maximum	244.917%
Count	172

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.126%	172	100.00%	19.126%
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 1.56. Further, an Excess Kurtosis of 8.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.33%	1	0.58%	0.58%
-36.33% to -27.19%	0	0.00%	0.58%
-27.19% to -18.05%	5	2.91%	3.49%
-18.05% to -8.91%	26	15.12%	18.60%
-8.91% to 0.23%	62	36.05%	54.65%
0.23% to 9.37%	49	28.49%	83.14%
9.37% to 18.51%	21	12.21%	95.35%
18.51% to 27.65%	5	2.91%	98.26%
27.65% to 36.79%	1	0.58%	98.84%
Greater than 36.79%	2	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.96%	12.41%	79.65%	68.27%
±2σ	-24.14%	24.60%	95.93%	95.45%
±3σ	-36.33%	36.79%	98.26%	99.73%

Descriptive Statistics

Mean	0.229%
Standard Error	0.929%
Median	-0.618%
Mode	-36.795%
Standard Deviation	12.186%
Sample Variance	148.487%
Kurtosis	8.92
Skewness	1.56
Range	113.261%
Minimum	-36.795%
Maximum	76.466%
Count	172

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.265%	81	47.09%	4.363%
Negative	-7.814%	91	52.91%	-4.134%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.02. Further, an Excess Kurtosis of -0.24 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -51.46%	0	0.00%	0.00%
-51.46% to -37.62%	0	0.00%	0.00%
-37.62% to -23.77%	4	7.02%	7.02%
-23.77% to -9.93%	9	15.79%	22.81%
-9.93% to 3.91%	14	24.56%	47.37%
3.91% to 17.75%	19	33.33%	80.70%
17.75% to 31.59%	7	12.28%	92.98%
31.59% to 45.44%	4	7.02%	100.00%
45.44% to 59.28%	0	0.00%	100.00%
Greater than 59.28%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.55%	22.37%	64.91%	68.27%
±2σ	-33.00%	40.82%	94.74%	95.45%
±3σ	-51.46%	59.28%	100.00%	99.73%

Descriptive Statistics

Mean	3.910%
Standard Error	2.444%
Median	5.635%
Mode	-36.123%
Standard Deviation	18.456%
Sample Variance	340.608%
Kurtosis	-0.24
Skewness	0.02
Range	80.820%
Minimum	-36.123%
Maximum	44.697%
Count	57

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.514%	35	61.40%	9.526%
Negative	-14.550%	22	38.60%	-5.616%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	33.99%
12	3 Years	30.28%
20	5 Years	27.45%
40	10 Years	30.82%
80	20 Years	28.83%
200	50 Years	28.83%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.09. Further, an Excess Kurtosis of 42.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -88.48%	0	0.00%	0.00%
-88.48% to -56.93%	0	0.00%	0.00%
-56.93% to -25.38%	0	0.00%	0.00%
-25.38% to 6.17%	0	0.00%	0.00%
6.17% to 37.71%	39	67.24%	67.24%
37.71% to 69.26%	16	27.59%	94.83%
69.26% to 100.81%	2	3.45%	98.28%
100.81% to 132.35%	0	0.00%	98.28%
132.35% to 163.90%	0	0.00%	98.28%
Greater than 163.90%	1	1.72%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.35%	79.78%	96.55%	68.27%
±2σ	-46.41%	121.84%	98.28%	95.45%
±3σ	-88.48%	163.90%	98.28%	99.73%

Descriptive Statistics

Mean	37.712%
Standard Error	5.523%
Median	28.800%
Mode	10.998%
Standard Deviation	42.063%
Sample Variance	1769.263%
Kurtosis	42.17
Skewness	6.09
Range	318.703%
Minimum	10.998%
Maximum	329.701%
Count	58

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	37.712%	58	100.00%	37.712%
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 Right Skewed (Positive Asymmetry) with a Skewness factor of 0.89. Further, an Excess Kurtosis of 0.57 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -56.15%	0	0.00%	0.00%
-56.15% to -42.12%	0	0.00%	0.00%
-42.12% to -28.10%	2	3.45%	3.45%
-28.10% to -14.07%	9	15.52%	18.97%
-14.07% to -0.05%	23	39.66%	58.62%
-0.05% to 13.98%	13	22.41%	81.03%
13.98% to 28.01%	5	8.62%	89.66%
28.01% to 42.03%	4	6.90%	96.55%
42.03% to 56.06%	2	3.45%	100.00%
Greater than 56.06%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.75%	18.66%	68.97%	68.27%
±2σ	-37.45%	37.36%	94.83%	95.45%
±3σ	-56.15%	56.06%	100.00%	99.73%

Descriptive Statistics

Mean	-0.046%
Standard Error	2.456%
Median	-5.527%
Mode	-29.766%
Standard Deviation	18.701%
Sample Variance	349.745%
Kurtosis	0.57
Skewness	0.89
Range	83.023%
Minimum	-29.766%
Maximum	53.257%
Count	58

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	17.500%	24	41.38%	7.241%
Negative	-12.432%	34	58.62%	-7.288%
Zero	0.000%	0	0.00%	0.000%

VAC Deep Analytical Report