Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 1998-12-23
90% confidence interval of annual volatility: [0.54, 0.85]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.07, 0.26]
50% confidence interval of annual drift minus annual volatility squared halved: [0.01, 0.18]
80% confidence interval of median of annual return: [0.93, 1.30]
50% confidence interval of median of annual return: [1.01, 1.20]