Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
4.45 |
8.89 |
16.62 |
8.99 |
| EWMA |
4.04 |
13.79 |
21.60 |
27.85 |
| RES |
-1.79 |
16.34 |
19.48 |
21.77 |
| MP |
6.82 |
24.82 |
35.55 |
88.99 |
| RESMP |
-0.98 |
16.45 |
17.82 |
17.74 |
| DK |
-0.75 |
2.74 |
9.21 |
13.83 |
| LW |
4.54 |
9.00 |
16.54 |
7.19 |
| SS |
4.44 |
12.09 |
19.02 |
11.98 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |