Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-14.77 |
0.16 |
19.24 |
19.33 |
56.76 |
6486.18 |
| EWMA |
11.06 |
34.41 |
56.31 |
96.61 |
155.51 |
206.30 |
| RES |
-15.60 |
-7.74 |
1.71 |
0.61 |
74.74 |
1186.87 |
| MP |
-14.77 |
0.16 |
19.24 |
19.32 |
56.76 |
6486.21 |
| RESMP |
-16.03 |
-9.21 |
-2.33 |
-5.12 |
71.17 |
751.05 |
| DK |
-14.77 |
0.16 |
19.24 |
19.33 |
56.76 |
6486.18 |
| LW |
-14.77 |
0.16 |
19.24 |
19.33 |
56.76 |
6486.18 |
| SS |
-14.77 |
0.16 |
19.24 |
19.33 |
56.76 |
6486.18 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |
70.00 |