Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
16.28 |
40.19 |
63.28 |
115.31 |
| EWMA |
9.02 |
25.42 |
27.75 |
35.32 |
| RES |
1.59 |
17.07 |
24.28 |
15.55 |
| MP |
14.08 |
49.61 |
93.04 |
129.90 |
| RESMP |
1.60 |
19.19 |
25.90 |
17.81 |
| DK |
16.27 |
40.11 |
63.16 |
114.99 |
| LW |
16.34 |
40.48 |
63.69 |
116.37 |
| SS |
16.58 |
42.48 |
66.53 |
121.23 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |