Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
2.49 |
4.17 |
7.73 |
17.18 |
EWMA |
8.49 |
21.44 |
25.06 |
31.72 |
RES |
4.23 |
13.11 |
14.59 |
17.66 |
MP |
2.31 |
3.68 |
5.52 |
17.10 |
RESMP |
4.13 |
13.14 |
14.08 |
17.83 |
DK |
2.56 |
4.24 |
7.87 |
17.60 |
LW |
3.77 |
5.58 |
10.77 |
25.12 |
SS |
3.34 |
5.12 |
9.76 |
22.52 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |