Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-05-15
First date: 1965-01-06
90% confidence interval of annual volatility: [0.19, 0.26]
80% confidence interval of annual drift minus annual volatility squared halved: [0.02, 0.10]
50% confidence interval of annual drift minus annual volatility squared halved: [0.04, 0.08]
80% confidence interval of median of annual return: [1.02, 1.10]
50% confidence interval of median of annual return: [1.04, 1.08]