Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
6.31 |
9.10 |
16.79 |
39.51 |
| EWMA |
8.06 |
19.86 |
23.36 |
30.39 |
| RES |
4.22 |
12.27 |
14.38 |
16.79 |
| MP |
9.00 |
13.06 |
18.73 |
45.05 |
| RESMP |
3.27 |
8.47 |
10.00 |
13.60 |
| DK |
6.37 |
9.58 |
17.11 |
39.18 |
| LW |
6.34 |
9.49 |
17.08 |
39.18 |
| SS |
6.37 |
9.57 |
17.11 |
39.17 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |