Leverage: 1.0
Last date: 2026-05-15
First date: 2000-06-26
90% confidence interval of annual volatility: [0.18, 0.29]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.01, 0.11]
50% confidence interval of annual drift minus annual volatility squared halved: [0.02, 0.08]
80% confidence interval of median of annual return: [0.99, 1.11]
50% confidence interval of median of annual return: [1.02, 1.08]