Leverage: 1.0
Supplementary leverage: -3.0
Last date: 2026-05-15
First date: 1994-05-05
90% confidence interval of annual volatility: [0.81, 1.24]
80% confidence interval of annual drift minus annual volatility squared halved: [-1.47, -1.01]
50% confidence interval of annual drift minus annual volatility squared halved: [-1.36, -1.12]
80% confidence interval of median of annual return: [0.23, 0.36]
50% confidence interval of median of annual return: [0.26, 0.32]