Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
7.45 |
16.53 |
30.99 |
56.65 |
155.06 |
435.49 |
| EWMA |
9.71 |
20.35 |
25.75 |
62.22 |
140.45 |
366.71 |
| RES |
11.07 |
22.72 |
36.70 |
53.36 |
162.65 |
580.66 |
| MP |
12.46 |
20.71 |
30.84 |
44.56 |
160.96 |
668.54 |
| RESMP |
11.02 |
22.00 |
36.28 |
52.67 |
155.37 |
598.17 |
| DK |
10.23 |
20.28 |
29.44 |
54.53 |
144.30 |
402.80 |
| LW |
10.05 |
20.77 |
34.54 |
54.83 |
122.06 |
377.84 |
| SS |
8.06 |
18.29 |
30.80 |
54.60 |
138.75 |
418.55 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |
64.47 |