Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-0.92 |
8.01 |
9.84 |
-4.33 |
24.48 |
| EWMA |
2.23 |
14.72 |
9.42 |
11.44 |
23.93 |
| RES |
-1.01 |
15.47 |
18.79 |
13.89 |
88.02 |
| MP |
-8.53 |
1.13 |
7.41 |
24.09 |
443.53 |
| RESMP |
-0.45 |
16.22 |
20.39 |
15.76 |
98.37 |
| DK |
5.70 |
15.74 |
14.45 |
19.51 |
72.46 |
| LW |
0.01 |
9.03 |
10.71 |
-2.33 |
24.89 |
| SS |
-1.16 |
7.88 |
10.03 |
-3.54 |
26.34 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |