Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
5.39 |
4.87 |
13.16 |
41.11 |
104.33 |
EWMA |
7.62 |
19.34 |
20.41 |
29.66 |
40.68 |
RES |
2.40 |
10.36 |
11.01 |
9.65 |
22.99 |
MP |
4.87 |
4.67 |
13.19 |
39.69 |
105.48 |
RESMP |
3.94 |
10.86 |
13.15 |
19.62 |
53.94 |
DK |
5.39 |
4.87 |
13.16 |
41.11 |
104.32 |
LW |
5.39 |
4.89 |
13.20 |
41.11 |
104.41 |
SS |
5.39 |
4.87 |
13.17 |
41.10 |
104.33 |
^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |