Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
10.63 |
28.84 |
49.27 |
100.60 |
| EWMA |
8.83 |
26.35 |
33.45 |
48.34 |
| RES |
10.39 |
25.56 |
32.18 |
53.67 |
| MP |
9.72 |
23.39 |
51.35 |
112.50 |
| RESMP |
10.39 |
25.42 |
32.03 |
54.04 |
| DK |
9.32 |
27.08 |
48.29 |
101.23 |
| LW |
8.66 |
26.08 |
44.20 |
92.80 |
| SS |
10.50 |
29.72 |
50.99 |
108.94 |
| ^GSPC |
7.39 |
20.14 |
20.72 |
22.89 |