Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-18.58 |
-10.44 |
-7.32 |
-21.42 |
-27.66 |
56.72 |
| EWMA |
-14.51 |
-1.19 |
8.56 |
-0.07 |
-31.72 |
86.40 |
| RES |
-15.21 |
-0.88 |
5.69 |
7.24 |
84.47 |
963.57 |
| MP |
-14.14 |
-5.17 |
-0.70 |
25.00 |
292.92 |
2238.97 |
| RESMP |
-12.86 |
1.53 |
7.28 |
9.76 |
95.51 |
975.17 |
| DK |
-17.22 |
-8.27 |
-4.03 |
-10.01 |
20.00 |
93.74 |
| LW |
-19.79 |
-11.10 |
-8.58 |
-22.59 |
-36.42 |
39.51 |
| SS |
-18.38 |
-9.91 |
-6.61 |
-20.63 |
-15.30 |
88.79 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |