Leverage: 1.0
Last date: 2026-05-15
First date: 2008-01-07
90% confidence interval of annual volatility: [0.17, 0.30]
80% confidence interval of annual drift minus annual volatility squared halved: [-0.02, 0.12]
50% confidence interval of annual drift minus annual volatility squared halved: [0.01, 0.08]
80% confidence interval of median of annual return: [0.98, 1.12]
50% confidence interval of median of annual return: [1.01, 1.09]