Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-10.11 |
4.39 |
25.99 |
24.48 |
64.83 |
4190.07 |
| EWMA |
7.86 |
30.01 |
41.36 |
43.07 |
100.33 |
545.62 |
| RES |
1.26 |
16.50 |
23.31 |
13.22 |
48.45 |
600.36 |
| MP |
-10.93 |
6.19 |
30.96 |
31.50 |
77.98 |
5425.62 |
| RESMP |
0.98 |
17.87 |
26.21 |
15.40 |
50.35 |
605.20 |
| DK |
-7.77 |
6.06 |
27.31 |
28.28 |
66.43 |
4098.84 |
| LW |
-7.71 |
6.10 |
27.31 |
28.33 |
66.45 |
4078.45 |
| SS |
-11.60 |
4.74 |
28.94 |
23.92 |
66.45 |
5376.82 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |
68.05 |