Leverage: 1.0
Last date: 2026-05-15
First date: 2008-04-07
90% confidence interval of annual volatility: [0.22, 0.40]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.05, 0.13]
50% confidence interval of annual drift minus annual volatility squared halved: [-0.01, 0.09]
80% confidence interval of median of annual return: [0.95, 1.14]
50% confidence interval of median of annual return: [0.99, 1.09]