Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-05-15
First date: 1988-01-04
90% confidence interval of annual volatility: [0.19, 0.28]
80% confidence interval of annual drift minus annual volatility squared halved: [0.03, 0.13]
50% confidence interval of annual drift minus annual volatility squared halved: [0.05, 0.10]
80% confidence interval of median of annual return: [1.03, 1.14]
50% confidence interval of median of annual return: [1.06, 1.11]