Leverage: 1.0
Last date: 2026-05-15
First date: 1998-12-23
90% confidence interval of annual volatility: [0.24, 0.39]
80% confidence interval of annual drift minus annual volatility squared halved: [0.02, 0.17]
50% confidence interval of annual drift minus annual volatility squared halved: [0.05, 0.13]
80% confidence interval of median of annual return: [1.02, 1.18]
50% confidence interval of median of annual return: [1.06, 1.14]