Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 2007-04-02
90% confidence interval of annual volatility: [0.38, 0.67]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.12, 0.18]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.05, 0.10]
80% confidence interval of median of annual return: [0.89, 1.19]
50% confidence interval of median of annual return: [0.95, 1.11]