Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-9.70 |
2.79 |
24.28 |
21.48 |
58.74 |
4606.93 |
| EWMA |
9.37 |
25.56 |
27.75 |
37.67 |
104.41 |
495.48 |
| RES |
-1.51 |
11.12 |
15.87 |
6.70 |
50.44 |
613.82 |
| MP |
-13.14 |
1.08 |
24.38 |
20.53 |
58.72 |
6067.55 |
| RESMP |
-1.65 |
10.64 |
16.42 |
8.35 |
56.21 |
633.33 |
| DK |
-9.69 |
2.79 |
24.29 |
21.49 |
58.75 |
4602.84 |
| LW |
-9.65 |
2.82 |
24.30 |
21.52 |
58.78 |
4590.08 |
| SS |
-13.18 |
1.08 |
21.87 |
15.35 |
52.32 |
5936.63 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |
67.86 |