Leverage: 1.0
Supplementary leverage: 3.0
Last date: 2026-05-15
First date: 1998-12-23
90% confidence interval of annual volatility: [0.83, 1.31]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.21, 0.30]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.09, 0.18]
80% confidence interval of median of annual return: [0.81, 1.35]
50% confidence interval of median of annual return: [0.92, 1.20]