Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-7.58 |
17.73 |
23.93 |
6.84 |
| EWMA |
0.55 |
19.45 |
30.43 |
34.34 |
| RES |
-2.53 |
15.90 |
19.52 |
22.49 |
| MP |
6.47 |
24.03 |
33.70 |
69.85 |
| RESMP |
1.15 |
22.31 |
28.25 |
34.55 |
| DK |
-12.41 |
-0.83 |
7.28 |
4.76 |
| LW |
-13.00 |
1.38 |
6.08 |
-9.82 |
| SS |
-7.98 |
9.36 |
15.48 |
0.10 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |