Leverage: 1.0
Last date: 2026-05-15
First date: 2013-11-07
90% confidence interval of annual volatility: [0.17, 0.35]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.03, 0.14]
50% confidence interval of annual drift minus annual volatility squared halved: [0.01, 0.10]
80% confidence interval of median of annual return: [0.97, 1.15]
50% confidence interval of median of annual return: [1.01, 1.10]