Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
12.51 |
30.38 |
60.67 |
125.72 |
| EWMA |
7.43 |
30.10 |
41.66 |
77.77 |
| RES |
-1.28 |
14.06 |
17.12 |
15.12 |
| MP |
8.68 |
28.71 |
40.61 |
93.37 |
| RESMP |
-1.97 |
11.96 |
16.52 |
17.03 |
| DK |
12.51 |
30.39 |
60.66 |
125.67 |
| LW |
12.52 |
30.36 |
60.68 |
125.85 |
| SS |
12.51 |
30.41 |
60.65 |
125.55 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |