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	2.61%	2.63%	2.27%	3.35%	3.32%	3.26%	68.50	73.20	66.26	75.67
Weekly	5.58%	7.36%	5.98%	7.91%	7.31%	7.18%	65.82	76.18	61.18	81.96
Monthly	11.43%	20.75%	12.21%	16.82%	15.22%	14.94%	60.82	82.45	52.23	96.00
Quarterly	18.80%	41.97%	18.94%	28.58%	26.35%	25.88%	54.41	92.16	41.80	119.95
Annual	—	—	—	—	52.71%	51.76%	41.80	119.95	24.68	203.19
Option Time Horizon	—	—	—	—	19.89%	19.54%	58.04	86.40	47.57	105.41

Calculation Notes: Computed at 2026-03-23T16:36 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $70.81 | Strike (K): $90.00 (first OTM call ≥ spot) | Observed Mid-Price: $0.8750 (Bid $0.5500 / Ask $1.2000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 4.67% | Binomial IV (Annual): 52.71% (CRR binomial tree, American, n=20 steps) | BS IV: 52.95% (European Black-Scholes) | Yahoo IV (Annual): 51.76% → 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
2026-03-04	$0.8000
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 Left Skewed (Negative Asymmetry) with a Skewness factor of -0.94. Further, an Excess Kurtosis of 26.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.76%	29	0.80%	0.80%
-7.76% to -5.80%	23	0.64%	1.44%
-5.80% to -3.84%	83	2.30%	3.74%
-3.84% to -1.88%	386	10.69%	14.43%
-1.88% to 0.08%	1343	37.19%	51.62%
0.08% to 2.04%	1219	33.76%	85.38%
2.04% to 4.00%	364	10.08%	95.46%
4.00% to 5.96%	109	3.02%	98.48%
5.96% to 7.92%	27	0.75%	99.22%
Greater than 7.92%	28	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.53%	2.69%	81.56%	68.27%
±2σ	-5.15%	5.30%	96.15%	95.45%
±3σ	-7.76%	7.92%	98.42%	99.73%

Descriptive Statistics

Mean	0.079%
Standard Error	0.043%
Median	0.025%
Mode	0.000%
Standard Deviation	2.612%
Sample Variance	6.821%
Kurtosis	26.09
Skewness	-0.94
Range	58.201%
Minimum	-39.656%
Maximum	18.545%
Count	3611

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.732%	1825	50.54%	0.875%
Negative	-1.631%	1762	48.80%	-0.796%
Zero	0.000%	24	0.67%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	5.13%
20	1 Month	5.88%
60	1 Quarter	4.68%
250	1 Year	4.23%
750	3 Years	3.44%
1,250	5 Years	3.35%
2,500	10 Years	3.42%
5,000	20 Years	3.16%
12,500	50 Years	3.16%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 11.49. Further, an Excess Kurtosis of 278.46 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 -2.90%	0	0.00%	0.00%
-2.90% to -0.92%	0	0.00%	0.00%
-0.92% to 1.05%	95	2.63%	2.63%
1.05% to 3.03%	2303	63.76%	66.39%
3.03% to 5.00%	877	24.28%	90.67%
5.00% to 6.98%	203	5.62%	96.29%
6.98% to 8.95%	66	1.83%	98.12%
8.95% to 10.93%	22	0.61%	98.73%
Greater than 10.93%	46	1.27%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.39%	5.66%	93.55%	68.27%
±2σ	-2.24%	8.29%	97.67%	95.45%
±3σ	-4.87%	10.93%	98.73%	99.73%

Descriptive Statistics

Mean	3.027%
Standard Error	0.044%
Median	2.479%
Mode	1.559%
Standard Deviation	2.634%
Sample Variance	6.937%
Kurtosis	278.46
Skewness	11.49
Range	84.314%
Minimum	0.404%
Maximum	84.718%
Count	3612

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.027%	3612	100.00%	3.027%
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 3.29. Further, an Excess Kurtosis of 64.56 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 -5.10%	24	0.66%	1.25%
-5.10% to -3.39%	97	2.69%	3.93%
-3.39% to -1.68%	400	11.07%	15.01%
-1.68% to 0.02%	1309	36.24%	51.25%
0.02% to 1.73%	1235	34.19%	85.44%
1.73% to 3.43%	381	10.55%	95.99%
3.43% to 5.14%	94	2.60%	98.59%
5.14% to 6.85%	30	0.83%	99.42%
Greater than 6.85%	21	0.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.25%	2.30%	80.81%	68.27%
±2σ	-4.53%	4.57%	96.15%	95.45%
±3σ	-6.80%	6.85%	98.84%	99.73%

Descriptive Statistics

Mean	0.022%
Standard Error	0.038%
Median	-0.026%
Mode	0.000%
Standard Deviation	2.275%
Sample Variance	5.175%
Kurtosis	64.56
Skewness	3.29
Range	63.150%
Minimum	-14.794%
Maximum	48.356%
Count	3612

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.514%	1779	49.25%	0.746%
Negative	-1.432%	1824	50.50%	-0.723%
Zero	0.000%	9	0.25%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.28. Further, an Excess Kurtosis of 5.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.37%	7	0.93%	0.93%
-16.37% to -12.18%	14	1.87%	2.80%
-12.18% to -8.00%	15	2.00%	4.81%
-8.00% to -3.81%	86	11.48%	16.29%
-3.81% to 0.38%	238	31.78%	48.06%
0.38% to 4.56%	273	36.45%	84.51%
4.56% to 8.75%	79	10.55%	95.06%
8.75% to 12.93%	26	3.47%	98.53%
12.93% to 17.12%	5	0.67%	99.20%
Greater than 17.12%	6	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.21%	5.96%	80.11%	68.27%
±2σ	-10.79%	11.54%	94.79%	95.45%
±3σ	-16.37%	17.12%	98.26%	99.73%

Descriptive Statistics

Mean	0.376%
Standard Error	0.204%
Median	0.525%
Mode	0.000%
Standard Deviation	5.581%
Sample Variance	31.149%
Kurtosis	5.80
Skewness	-0.28
Range	64.220%
Minimum	-34.361%
Maximum	29.859%
Count	749

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.733%	421	56.21%	2.098%
Negative	-3.969%	325	43.39%	-1.722%
Zero	0.000%	3	0.40%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	15.97%
12	1 Quarter	11.32%
52	1 Year	10.24%
156	3 Years	8.20%
260	5 Years	7.91%
520	10 Years	8.05%
1,040	20 Years	7.39%
2,600	50 Years	7.39%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.47. Further, an Excess Kurtosis of 121.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.25%	0	0.00%	0.00%
-14.25% to -8.73%	0	0.00%	0.00%
-8.73% to -3.21%	0	0.00%	0.00%
-3.21% to 2.32%	14	1.87%	1.87%
2.32% to 7.84%	491	65.47%	67.33%
7.84% to 13.36%	177	23.60%	90.93%
13.36% to 18.88%	36	4.80%	95.73%
18.88% to 24.40%	16	2.13%	97.87%
24.40% to 29.92%	6	0.80%	98.67%
Greater than 29.92%	10	1.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.47%	15.20%	93.07%	68.27%
±2σ	-6.89%	22.56%	97.47%	95.45%
±3σ	-14.25%	29.92%	98.67%	99.73%

Descriptive Statistics

Mean	7.837%
Standard Error	0.269%
Median	6.202%
Mode	5.379%
Standard Deviation	7.362%
Sample Variance	54.199%
Kurtosis	121.51
Skewness	8.47
Range	132.174%
Minimum	1.613%
Maximum	133.787%
Count	750

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.837%	750	100.00%	7.837%
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 2.08. Further, an Excess Kurtosis of 13.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.81%	2	0.27%	0.27%
-17.81% to -13.33%	8	1.07%	1.33%
-13.33% to -8.85%	16	2.13%	3.47%
-8.85% to -4.37%	86	11.47%	14.93%
-4.37% to 0.12%	319	42.53%	57.47%
0.12% to 4.60%	219	29.20%	86.67%
4.60% to 9.08%	64	8.53%	95.20%
9.08% to 13.56%	15	2.00%	97.20%
13.56% to 18.04%	7	0.93%	98.13%
Greater than 18.04%	14	1.87%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.86%	6.09%	81.73%	68.27%
±2σ	-11.84%	12.07%	94.93%	95.45%
±3σ	-17.81%	18.04%	97.87%	99.73%

Descriptive Statistics

Mean	0.116%
Standard Error	0.218%
Median	-0.444%
Mode	-5.232%
Standard Deviation	5.976%
Sample Variance	35.715%
Kurtosis	13.93
Skewness	2.08
Range	75.562%
Minimum	-20.544%
Maximum	55.018%
Count	750

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.429%	337	44.93%	1.990%
Negative	-3.421%	411	54.80%	-1.875%
Zero	0.000%	2	0.27%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.41. Further, an Excess Kurtosis of 2.63 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.63%	1	0.58%	0.58%
-32.63% to -24.07%	0	0.00%	0.58%
-24.07% to -15.49%	5	2.91%	3.49%
-15.49% to -6.93%	29	16.86%	20.35%
-6.93% to 1.64%	55	31.98%	52.33%
1.64% to 10.21%	51	29.65%	81.98%
10.21% to 18.78%	19	11.05%	93.02%
18.78% to 27.35%	8	4.65%	97.67%
27.35% to 35.92%	2	1.16%	98.84%
Greater than 35.92%	2	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.78%	13.07%	76.74%	68.27%
±2σ	-21.21%	24.50%	95.93%	95.45%
±3σ	-32.63%	35.92%	98.26%	99.73%

Descriptive Statistics

Mean	1.644%
Standard Error	0.871%
Median	1.126%
Mode	7.384%
Standard Deviation	11.426%
Sample Variance	130.563%
Kurtosis	2.63
Skewness	0.41
Range	91.905%
Minimum	-42.571%
Maximum	49.334%
Count	172

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.273%	94	54.65%	5.068%
Negative	-7.550%	78	45.35%	-3.424%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	24.62%
12	1 Year	22.49%
36	3 Years	17.76%
60	5 Years	16.82%
120	10 Years	18.19%
240	20 Years	16.60%
600	50 Years	16.60%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.01. Further, an Excess Kurtosis of 82.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -43.02%	0	0.00%	0.00%
-43.02% to -27.46%	0	0.00%	0.00%
-27.46% to -11.89%	0	0.00%	0.00%
-11.89% to 3.67%	0	0.00%	0.00%
3.67% to 19.23%	122	70.52%	70.52%
19.23% to 34.80%	36	20.81%	91.33%
34.80% to 50.36%	10	5.78%	97.11%
50.36% to 65.93%	3	1.73%	98.84%
65.93% to 81.49%	0	0.00%	98.84%
Greater than 81.49%	2	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.52%	39.99%	94.22%	68.27%
±2σ	-22.27%	60.74%	98.27%	95.45%
±3σ	-43.02%	81.49%	98.84%	99.73%

Descriptive Statistics

Mean	19.235%
Standard Error	1.578%
Median	14.936%
Mode	3.846%
Standard Deviation	20.753%
Sample Variance	430.708%
Kurtosis	82.54
Skewness	8.01
Range	241.071%
Minimum	3.846%
Maximum	244.917%
Count	173

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.235%	173	100.00%	19.235%
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 1.55. Further, an Excess Kurtosis of 8.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.51%	1	0.58%	0.58%
-36.51% to -27.35%	0	0.00%	0.58%
-27.35% to -18.19%	5	2.89%	3.47%
-18.19% to -9.03%	25	14.45%	17.92%
-9.03% to 0.14%	63	36.42%	54.34%
0.14% to 9.30%	49	28.32%	82.66%
9.30% to 18.46%	22	12.72%	95.38%
18.46% to 27.62%	5	2.89%	98.27%
27.62% to 36.78%	1	0.58%	98.84%
Greater than 36.78%	2	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.08%	12.35%	79.77%	68.27%
±2σ	-24.29%	24.57%	95.95%	95.45%
±3σ	-36.51%	36.78%	98.27%	99.73%

Descriptive Statistics

Mean	0.135%
Standard Error	0.929%
Median	-0.653%
Mode	-36.795%
Standard Deviation	12.215%
Sample Variance	149.214%
Kurtosis	8.80
Skewness	1.55
Range	113.261%
Minimum	-36.795%
Maximum	76.466%
Count	173

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.265%	81	46.82%	4.338%
Negative	-7.904%	92	53.18%	-4.203%
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 -0.37 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -52.10%	0	0.00%	0.00%
-52.10% to -38.00%	0	0.00%	0.00%
-38.00% to -23.89%	4	7.02%	7.02%
-23.89% to -9.79%	9	15.79%	22.81%
-9.79% to 4.31%	14	24.56%	47.37%
4.31% to 18.42%	18	31.58%	78.95%
18.42% to 32.52%	8	14.04%	92.98%
32.52% to 46.62%	4	7.02%	100.00%
46.62% to 60.73%	0	0.00%	100.00%
Greater than 60.73%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.49%	23.12%	64.91%	68.27%
±2σ	-33.30%	41.92%	94.74%	95.45%
±3σ	-52.10%	60.73%	100.00%	99.73%

Descriptive Statistics

Mean	4.314%
Standard Error	2.491%
Median	5.635%
Mode	-36.123%
Standard Deviation	18.805%
Sample Variance	353.617%
Kurtosis	-0.37
Skewness	0.01
Range	80.820%
Minimum	-36.123%
Maximum	44.697%
Count	57

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.171%	35	61.40%	9.930%
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	39.66%
12	3 Years	32.17%
20	5 Years	28.58%
40	10 Years	31.39%
80	20 Years	29.22%
200	50 Years	29.22%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.10. Further, an Excess Kurtosis of 42.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -87.78%	0	0.00%	0.00%
-87.78% to -56.31%	0	0.00%	0.00%
-56.31% to -24.83%	0	0.00%	0.00%
-24.83% to 6.64%	0	0.00%	0.00%
6.64% to 38.12%	38	65.52%	65.52%
38.12% to 69.59%	17	29.31%	94.83%
69.59% to 101.06%	2	3.45%	98.28%
101.06% to 132.54%	0	0.00%	98.28%
132.54% to 164.01%	0	0.00%	98.28%
Greater than 164.01%	1	1.72%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.85%	80.08%	96.55%	68.27%
±2σ	-45.82%	122.05%	98.28%	95.45%
±3σ	-87.78%	164.01%	98.28%	99.73%

Descriptive Statistics

Mean	38.116%
Standard Error	5.510%
Median	29.104%
Mode	10.998%
Standard Deviation	41.966%
Sample Variance	1761.163%
Kurtosis	42.33
Skewness	6.10
Range	318.703%
Minimum	10.998%
Maximum	329.701%
Count	58

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	38.116%	58	100.00%	38.116%
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 0.86. Further, an Excess Kurtosis of 0.49 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.14%	0	0.00%	0.00%
-57.14% to -42.93%	0	0.00%	0.00%
-42.93% to -28.73%	2	3.45%	3.45%
-28.73% to -14.53%	10	17.24%	20.69%
-14.53% to -0.32%	22	37.93%	58.62%
-0.32% to 13.88%	13	22.41%	81.03%
13.88% to 28.08%	5	8.62%	89.66%
28.08% to 42.29%	4	6.90%	96.55%
42.29% to 56.49%	2	3.45%	100.00%
Greater than 56.49%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.26%	18.61%	67.24%	68.27%
±2σ	-38.20%	37.55%	94.83%	95.45%
±3σ	-57.14%	56.49%	100.00%	99.73%

Descriptive Statistics

Mean	-0.324%
Standard Error	2.487%
Median	-5.527%
Mode	-29.766%
Standard Deviation	18.938%
Sample Variance	358.659%
Kurtosis	0.49
Skewness	0.86
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	-12.906%	34	58.62%	-7.566%
Zero	0.000%	0	0.00%	0.000%

VAC Deep Analytical Report