Portfolio performance
Portfolio3-month6-month1-year2-year5-year
MINVAR
3.82
3.24
10.64
36.22
100.34
EWMA
8.39
21.18
24.73
31.32
43.41
RES
4.46
13.20
14.54
18.88
37.20
MP
0.01
-1.08
-0.90
3.52
28.19
RESMP
3.66
10.89
11.81
20.13
45.08
DK
3.44
2.83
9.47
32.81
92.53
LW
3.82
3.24
10.65
36.21
100.37
SS
3.49
2.89
9.66
33.36
93.84
^GSPC
7.63
18.78
19.72
21.65
15.52