Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
1.40 |
6.03 |
11.18 |
7.04 |
| EWMA |
3.11 |
11.39 |
12.41 |
17.03 |
| RES |
0.10 |
18.02 |
23.96 |
20.83 |
| MP |
1.67 |
35.01 |
44.83 |
116.74 |
| RESMP |
1.01 |
16.27 |
21.82 |
24.64 |
| DK |
4.58 |
10.03 |
15.67 |
25.24 |
| LW |
2.93 |
7.86 |
13.42 |
8.35 |
| SS |
1.61 |
6.40 |
11.52 |
7.18 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |