Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 2009-01-05
90% confidence interval of annual volatility: [0.15, 0.28]
80% confidence interval of annual drift minus annual volatility squared halved: [0.03, 0.16]
50% confidence interval of annual drift minus annual volatility squared halved: [0.06, 0.13]
80% confidence interval of median of annual return: [1.03, 1.17]
50% confidence interval of median of annual return: [1.07, 1.14]