Most Recent intervals return of 7.35% ranks in the 87th percentile — above its typical range.
Central Tendency & Dispersion
Mean Return
-0.36%
Median Return
-0.00%
Std Dev (Volatility)
10.63%
Observations
119
Distribution Shape
Skewness
-1.91
Excess Kurtosis
7.94
Jarque-Bera
385.0 (non-normal)
Negatively skewed (longer left tail). Fat-tailed — outliers more likely than normal.
Tail Risk & Expectancy
Value at Risk (95%)
-14.60%
Value at Risk (99%)
-40.61%
Expected Shortfall (CVaR 95%)
-34.00%
Expectancy / Period
-0.36%
Percentile Band
5th
25th
Median
75th
95th
-14.60%
-3.51%
-0.00%
4.78%
13.21%
90% of intervals returns fall between -14.60% and 13.21%.
Key Observations
MLEC posted 119 intervals returns averaging -0.36% (median -0.00%) with a 10.63% standard deviation. The distribution is negatively skewed (longer left tail) with fatter-than-normal tails (elevated outlier risk), and a Jarque-Bera test classifies it as non-normal — lean on percentiles rather than σ to size risk. Positive periods occurred 49.6% of the time, giving an expectancy of -0.36% per period. In the worst 5% of periods, returns fell below -14.60%, averaging -34.00% (Expected Shortfall). The most recent move of 7.35% ranks in the 87th percentile — above its typical range.