Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
11.95 |
24.66 |
32.86 |
52.18 |
95.36 |
281.14 |
| EWMA |
12.38 |
23.91 |
26.87 |
59.16 |
105.05 |
231.97 |
| RES |
9.29 |
23.74 |
30.36 |
47.10 |
108.95 |
295.90 |
| MP |
12.80 |
25.64 |
30.44 |
52.49 |
68.81 |
256.48 |
| RESMP |
10.49 |
24.46 |
31.67 |
48.00 |
110.86 |
312.09 |
| DK |
12.02 |
24.85 |
33.65 |
51.22 |
112.28 |
304.98 |
| LW |
12.08 |
24.24 |
32.90 |
51.31 |
93.49 |
277.80 |
| SS |
12.05 |
24.65 |
32.50 |
51.07 |
98.06 |
279.69 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |