Leverage: 1.0
Supplementary leverage: 3.0
Last date: 2026-05-15
First date: 1994-05-05
90% confidence interval of annual volatility: [1.00, 1.53]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.36, 0.21]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.22, 0.07]
80% confidence interval of median of annual return: [0.70, 1.23]
50% confidence interval of median of annual return: [0.80, 1.07]