Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 1988-01-04
90% confidence interval of annual volatility: [0.40, 0.59]
80% confidence interval of annual drift minus annual volatility squared halved: [0.01, 0.21]
50% confidence interval of annual drift minus annual volatility squared halved: [0.06, 0.16]
80% confidence interval of median of annual return: [1.01, 1.23]
50% confidence interval of median of annual return: [1.06, 1.18]