Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
3.29 |
1.25 |
5.51 |
15.34 |
| EWMA |
3.44 |
3.81 |
8.71 |
17.10 |
| RES |
2.64 |
11.22 |
12.76 |
19.58 |
| MP |
4.99 |
8.76 |
16.80 |
46.65 |
| RESMP |
2.84 |
13.81 |
16.53 |
29.85 |
| DK |
3.56 |
4.40 |
9.67 |
24.80 |
| LW |
3.20 |
3.50 |
7.75 |
17.37 |
| SS |
3.27 |
4.72 |
8.57 |
18.84 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |