Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-4.49 |
-13.18 |
-12.06 |
-16.49 |
| EWMA |
-4.17 |
-10.09 |
-6.44 |
-10.33 |
| RES |
1.76 |
6.19 |
4.97 |
1.24 |
| MP |
-3.40 |
-10.49 |
-10.30 |
-14.10 |
| RESMP |
2.01 |
7.94 |
12.41 |
21.58 |
| DK |
-3.55 |
-12.31 |
-11.08 |
-15.68 |
| LW |
-3.95 |
-12.24 |
-11.12 |
-13.98 |
| SS |
-4.12 |
-12.26 |
-10.13 |
-12.65 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |