Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
15.51 |
40.84 |
63.67 |
129.44 |
| EWMA |
6.89 |
27.38 |
40.76 |
65.46 |
| RES |
0.05 |
16.46 |
20.57 |
13.34 |
| MP |
12.52 |
38.95 |
52.06 |
100.91 |
| RESMP |
0.22 |
17.32 |
23.65 |
23.17 |
| DK |
15.50 |
40.84 |
63.67 |
129.41 |
| LW |
15.51 |
40.84 |
63.67 |
129.56 |
| SS |
15.50 |
40.84 |
63.67 |
129.33 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |