Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
3.55 |
4.29 |
11.28 |
33.72 |
100.59 |
EWMA |
8.06 |
19.86 |
23.36 |
30.39 |
42.02 |
RES |
3.99 |
11.77 |
13.64 |
16.21 |
34.83 |
MP |
1.21 |
1.23 |
8.40 |
28.56 |
99.28 |
RESMP |
3.22 |
10.13 |
13.49 |
15.66 |
37.30 |
DK |
3.55 |
4.29 |
11.28 |
33.72 |
100.58 |
LW |
3.56 |
4.31 |
11.33 |
33.78 |
100.75 |
SS |
3.54 |
4.28 |
11.26 |
33.68 |
100.55 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |