Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-4.13 |
-10.92 |
-9.88 |
-7.34 |
| EWMA |
7.59 |
20.10 |
22.46 |
28.48 |
| RES |
2.65 |
7.09 |
10.27 |
13.44 |
| MP |
-3.80 |
-9.11 |
-8.37 |
-6.97 |
| RESMP |
5.42 |
14.73 |
15.13 |
19.05 |
| DK |
-4.12 |
-10.91 |
-9.86 |
-7.31 |
| LW |
-1.76 |
-7.19 |
-4.39 |
4.16 |
| SS |
-2.60 |
-8.51 |
-6.35 |
-0.04 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |