Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
3.26 |
0.31 |
6.99 |
31.75 |
79.97 |
| EWMA |
7.94 |
20.04 |
23.31 |
29.81 |
42.53 |
| RES |
4.23 |
12.56 |
14.98 |
14.68 |
31.83 |
| MP |
-4.69 |
-11.22 |
-12.48 |
-15.24 |
-12.21 |
| RESMP |
2.56 |
6.72 |
9.33 |
15.61 |
40.07 |
| DK |
3.26 |
0.32 |
7.00 |
31.76 |
79.99 |
| LW |
4.13 |
1.65 |
9.33 |
37.84 |
92.75 |
| SS |
4.68 |
2.44 |
10.98 |
42.02 |
102.14 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |