Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 2008-01-07
90% confidence interval of annual volatility: [0.36, 0.66]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.10, 0.20]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.02, 0.13]
80% confidence interval of median of annual return: [0.91, 1.23]
50% confidence interval of median of annual return: [0.98, 1.14]