Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
13.29 |
34.11 |
61.74 |
111.56 |
EWMA |
9.45 |
25.72 |
28.07 |
38.44 |
RES |
-0.98 |
12.15 |
17.01 |
8.40 |
MP |
10.54 |
33.92 |
47.41 |
72.16 |
RESMP |
-1.30 |
11.96 |
18.33 |
11.75 |
DK |
13.28 |
34.12 |
61.72 |
111.41 |
LW |
13.22 |
32.08 |
59.06 |
106.35 |
SS |
13.15 |
31.80 |
58.46 |
104.43 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |