Leverage: 1.0
Supplementary leverage: 1.0
Last date: 2026-05-15
First date: 1985-10-02
90% confidence interval of annual volatility: [0.25, 0.36]
80% confidence interval of annual drift minus annual volatility squared halved: [0.08, 0.20]
50% confidence interval of annual drift minus annual volatility squared halved: [0.11, 0.17]
80% confidence interval of median of annual return: [1.08, 1.22]
50% confidence interval of median of annual return: [1.11, 1.19]