Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 2013-11-07
90% confidence interval of annual volatility: [0.31, 0.64]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.12, 0.21]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.04, 0.13]
80% confidence interval of median of annual return: [0.89, 1.23]
50% confidence interval of median of annual return: [0.96, 1.13]