Leverage: 1.0
Supplementary leverage: 3.0
Last date: 2026-05-15
First date: 1985-10-02
90% confidence interval of annual volatility: [0.85, 1.24]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.02, 0.40]
50% confidence interval of annual drift minus annual volatility squared halved: [0.08, 0.30]
80% confidence interval of median of annual return: [0.98, 1.49]
50% confidence interval of median of annual return: [1.09, 1.35]