Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-05-15
First date: 2007-04-02
90% confidence interval of annual volatility: [0.15, 0.27]
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: [0.01, 0.07]
80% confidence interval of median of annual return: [0.98, 1.11]
50% confidence interval of median of annual return: [1.01, 1.07]