Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-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 |