Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
10.64 |
23.52 |
18.27 |
47.16 |
126.94 |
640.66 |
| EWMA |
9.34 |
22.78 |
26.17 |
38.16 |
90.04 |
318.03 |
| RES |
10.32 |
22.90 |
30.17 |
47.79 |
107.61 |
315.87 |
| MP |
9.57 |
24.67 |
14.35 |
45.28 |
134.81 |
837.92 |
| RESMP |
10.64 |
23.65 |
30.23 |
46.62 |
104.45 |
315.66 |
| DK |
10.64 |
23.51 |
18.29 |
47.17 |
126.92 |
640.44 |
| LW |
10.61 |
23.50 |
18.28 |
47.16 |
126.86 |
644.36 |
| SS |
10.65 |
23.51 |
18.33 |
47.19 |
126.88 |
638.92 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |
68.14 |