Leverage: 1.0
Supplementary leverage: 2.0
Last date: 2026-05-15
First date: 1928-01-03
90% confidence interval of annual volatility: [0.37, 0.46]
80% confidence interval of annual drift minus annual volatility squared halved: [0.03, 0.14]
50% confidence interval of annual drift minus annual volatility squared halved: [0.06, 0.12]
80% confidence interval of median of annual return: [1.03, 1.15]
50% confidence interval of median of annual return: [1.06, 1.12]