Leverage: 1.0
Supplementary leverage: -3.0
Last date: 2026-05-15
First date: 1928-01-03
90% confidence interval of annual volatility: [0.49, 0.63]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.48, -0.33]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.44, -0.37]
80% confidence interval of median of annual return: [0.62, 0.72]
50% confidence interval of median of annual return: [0.64, 0.69]