Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-0.92 |
8.01 |
10.06 |
-0.32 |
| EWMA |
2.25 |
14.74 |
9.42 |
19.35 |
| RES |
-0.98 |
15.50 |
18.81 |
17.98 |
| MP |
-8.53 |
1.14 |
7.56 |
28.85 |
| RESMP |
0.12 |
16.76 |
18.52 |
20.59 |
| DK |
5.57 |
15.60 |
14.49 |
21.52 |
| LW |
-0.34 |
8.49 |
9.33 |
-2.09 |
| SS |
-1.09 |
7.96 |
9.86 |
-0.78 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |