Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-20.95 |
-15.90 |
-12.86 |
-26.80 |
-20.82 |
| EWMA |
-11.66 |
-1.48 |
6.63 |
-4.79 |
-31.42 |
| RES |
-14.98 |
-2.26 |
1.01 |
-2.03 |
102.24 |
| MP |
-20.85 |
-13.86 |
-10.70 |
-3.92 |
246.38 |
| RESMP |
-14.92 |
-3.82 |
-0.53 |
-2.42 |
73.13 |
| DK |
-16.02 |
-8.86 |
-5.06 |
-13.61 |
13.32 |
| LW |
-21.37 |
-15.31 |
-12.43 |
-25.83 |
-29.70 |
| SS |
-20.83 |
-15.39 |
-12.25 |
-26.20 |
-19.55 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |