Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 1965-01-06
90% confidence interval of annual volatility: [0.40, 0.54]
80% confidence interval of annual drift minus annual volatility squared halved: [0.00, 0.15]
50% confidence interval of annual drift minus annual volatility squared halved: [0.04, 0.12]
80% confidence interval of median of annual return: [1.00, 1.17]
50% confidence interval of median of annual return: [1.04, 1.13]