Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
0.37 |
-2.19 |
-1.25 |
1.63 |
| EWMA |
1.03 |
2.33 |
3.59 |
4.41 |
| RES |
2.10 |
11.81 |
12.91 |
18.32 |
| MP |
4.27 |
12.42 |
15.74 |
33.93 |
| RESMP |
3.07 |
14.24 |
14.39 |
18.94 |
| DK |
1.09 |
0.46 |
2.84 |
7.85 |
| LW |
0.07 |
-2.81 |
-2.03 |
0.60 |
| SS |
0.43 |
-2.39 |
-1.77 |
1.12 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |