Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
0.39 |
-2.30 |
-1.51 |
0.55 |
21.09 |
| EWMA |
1.15 |
3.16 |
4.18 |
4.58 |
23.78 |
| RES |
2.09 |
11.79 |
12.84 |
15.71 |
42.39 |
| MP |
4.59 |
12.71 |
17.31 |
33.83 |
61.61 |
| RESMP |
2.68 |
11.81 |
12.86 |
16.89 |
63.96 |
| DK |
0.96 |
0.30 |
2.50 |
7.53 |
34.38 |
| LW |
0.30 |
-2.63 |
-2.19 |
0.11 |
15.46 |
| SS |
0.44 |
-2.39 |
-1.58 |
0.60 |
18.63 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |