Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-6.07 |
-3.67 |
2.71 |
-9.45 |
13.40 |
| EWMA |
-5.87 |
0.96 |
7.25 |
-0.12 |
-11.07 |
| RES |
-12.26 |
1.15 |
4.30 |
1.74 |
110.96 |
| MP |
-15.21 |
-7.48 |
-2.64 |
13.09 |
119.26 |
| RESMP |
-14.05 |
-0.41 |
3.18 |
-1.98 |
149.40 |
| DK |
0.56 |
3.78 |
9.82 |
12.94 |
45.96 |
| LW |
-4.32 |
-1.62 |
5.53 |
-8.61 |
1.97 |
| SS |
-6.49 |
-4.15 |
2.16 |
-15.95 |
-7.81 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |