Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-2.16 |
0.96 |
7.70 |
-3.11 |
6.24 |
313.46 |
| EWMA |
-5.43 |
2.70 |
10.59 |
6.47 |
-20.93 |
270.98 |
| RES |
-12.44 |
2.33 |
8.72 |
11.52 |
89.55 |
985.62 |
| MP |
-7.20 |
9.30 |
14.28 |
49.94 |
117.73 |
325.39 |
| RESMP |
-11.30 |
5.47 |
11.53 |
26.06 |
85.27 |
1056.96 |
| DK |
0.45 |
4.08 |
10.56 |
14.74 |
29.83 |
265.59 |
| LW |
-0.93 |
2.41 |
9.88 |
-3.11 |
-3.16 |
282.41 |
| SS |
-2.48 |
0.60 |
6.75 |
-2.83 |
3.84 |
296.26 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |