Leverage: 1.0
Supplementary leverage: -3.0
Last date: 2026-05-15
First date: 1985-10-02
90% confidence interval of annual volatility: [0.63, 0.91]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.96, -0.66]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.89, -0.73]
80% confidence interval of median of annual return: [0.38, 0.52]
50% confidence interval of median of annual return: [0.41, 0.48]