Leverage: 1.0
Supplementary leverage: 3.0
Last date: 2026-05-15
First date: 1928-01-03
90% confidence interval of annual volatility: [0.58, 0.74]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.01, 0.16]
50% confidence interval of annual drift minus annual volatility squared halved: [0.03, 0.12]
80% confidence interval of median of annual return: [0.99, 1.17]
50% confidence interval of median of annual return: [1.03, 1.13]