Leverage: 1.0
Last date: 2026-05-15
First date: 2007-03-09
90% confidence interval of annual volatility: [0.22, 0.39]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.04, 0.13]
50% confidence interval of annual drift minus annual volatility squared halved: [0.00, 0.09]
80% confidence interval of median of annual return: [0.96, 1.14]
50% confidence interval of median of annual return: [1.00, 1.10]