Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-05-15
First date: 1928-01-03
90% confidence interval of annual volatility: [0.17, 0.22]
80% confidence interval of annual drift minus annual volatility squared halved: [0.04, 0.09]
50% confidence interval of annual drift minus annual volatility squared halved: [0.05, 0.08]
80% confidence interval of median of annual return: [1.04, 1.10]
50% confidence interval of median of annual return: [1.06, 1.08]