Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
5.83 |
6.87 |
15.06 |
40.94 |
| EWMA |
7.35 |
19.18 |
18.94 |
29.21 |
| RES |
3.76 |
9.37 |
11.43 |
18.03 |
| MP |
6.47 |
7.56 |
10.80 |
39.24 |
| RESMP |
4.71 |
11.26 |
12.20 |
21.83 |
| DK |
5.83 |
6.88 |
15.06 |
40.94 |
| LW |
5.69 |
6.11 |
14.64 |
41.29 |
| SS |
5.68 |
5.98 |
14.54 |
41.36 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |