Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
9.31 |
36.36 |
49.84 |
69.39 |
126.41 |
| EWMA |
9.95 |
35.28 |
52.10 |
79.19 |
142.71 |
| RES |
-15.84 |
-8.76 |
-2.50 |
-6.97 |
62.82 |
| MP |
8.97 |
36.49 |
48.41 |
65.12 |
119.07 |
| RESMP |
-16.86 |
-10.54 |
-4.42 |
-9.43 |
59.67 |
| DK |
9.31 |
36.36 |
49.85 |
69.42 |
126.46 |
| LW |
9.27 |
36.39 |
49.67 |
68.76 |
125.23 |
| SS |
9.33 |
36.35 |
49.91 |
69.63 |
126.86 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |