Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
0.81 |
1.79 |
3.81 |
8.46 |
| EWMA |
1.16 |
2.59 |
4.52 |
8.25 |
| RES |
2.01 |
11.57 |
11.91 |
17.40 |
| MP |
1.75 |
2.97 |
4.88 |
13.07 |
| RESMP |
2.90 |
10.47 |
13.73 |
19.43 |
| DK |
1.23 |
2.39 |
4.47 |
9.28 |
| LW |
0.43 |
1.02 |
2.72 |
6.05 |
| SS |
0.38 |
1.14 |
2.90 |
6.96 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |