Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 1985-10-02
90% confidence interval of annual volatility: [0.53, 0.77]
80% confidence interval of annual drift minus annual volatility squared halved: [0.07, 0.32]
50% confidence interval of annual drift minus annual volatility squared halved: [0.13, 0.26]
80% confidence interval of median of annual return: [1.07, 1.38]
50% confidence interval of median of annual return: [1.14, 1.30]