Leverage: 1.0
Supplementary leverage: -3.0
Last date: 2026-05-15
First date: 1998-12-23
90% confidence interval of annual volatility: [0.60, 0.95]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.87, -0.50]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.78, -0.59]
80% confidence interval of median of annual return: [0.42, 0.61]
50% confidence interval of median of annual return: [0.46, 0.56]