Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.70 |
22.84 |
20.09 |
46.46 |
126.15 |
646.72 |
| EWMA |
9.30 |
24.11 |
25.65 |
35.39 |
81.78 |
275.12 |
| RES |
10.72 |
24.31 |
25.78 |
33.55 |
75.69 |
248.23 |
| MP |
7.79 |
23.38 |
15.22 |
43.75 |
134.73 |
813.00 |
| RESMP |
10.54 |
24.16 |
24.68 |
33.48 |
77.86 |
244.87 |
| DK |
8.88 |
22.04 |
18.88 |
44.75 |
121.39 |
652.32 |
| LW |
9.66 |
22.82 |
20.10 |
46.43 |
125.99 |
650.34 |
| SS |
8.89 |
22.03 |
18.90 |
44.75 |
121.29 |
651.02 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |
68.05 |