Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-6.30 |
-16.18 |
-16.89 |
-23.67 |
-31.11 |
| EWMA |
-6.35 |
-14.21 |
-15.92 |
-22.63 |
-28.97 |
| RES |
-3.76 |
-7.34 |
-7.69 |
-14.95 |
39.47 |
| MP |
-4.79 |
-14.05 |
-14.65 |
-21.21 |
-37.13 |
| RESMP |
1.53 |
5.31 |
6.70 |
6.26 |
48.43 |
| DK |
-6.28 |
-14.06 |
-16.00 |
-22.78 |
-32.88 |
| LW |
-5.52 |
-13.62 |
-14.79 |
-19.61 |
-21.34 |
| SS |
-5.50 |
-15.01 |
-15.34 |
-20.61 |
-28.34 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |