Portfolio performance
Portfolio3-month6-month1-year2-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