Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
7.46 |
17.04 |
28.45 |
53.91 |
140.76 |
| EWMA |
10.26 |
21.36 |
26.06 |
59.55 |
131.35 |
| RES |
10.72 |
21.15 |
34.60 |
50.29 |
154.30 |
| MP |
11.84 |
15.37 |
31.58 |
39.39 |
178.53 |
| RESMP |
11.01 |
21.57 |
35.56 |
49.94 |
151.24 |
| DK |
9.05 |
16.85 |
25.10 |
46.33 |
125.09 |
| LW |
7.83 |
18.15 |
29.20 |
47.27 |
143.10 |
| SS |
8.66 |
17.42 |
27.14 |
50.88 |
158.08 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |