Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
10.64 |
25.13 |
31.08 |
43.82 |
87.25 |
275.24 |
| EWMA |
12.77 |
27.71 |
34.61 |
55.94 |
96.27 |
227.27 |
| RES |
9.45 |
26.43 |
26.23 |
32.96 |
76.80 |
221.52 |
| MP |
18.24 |
34.70 |
37.09 |
54.95 |
59.00 |
169.26 |
| RESMP |
9.83 |
28.32 |
27.84 |
37.52 |
84.75 |
250.44 |
| DK |
11.91 |
26.02 |
33.62 |
48.24 |
108.29 |
305.37 |
| LW |
10.80 |
24.85 |
31.82 |
44.99 |
89.71 |
278.79 |
| SS |
11.25 |
26.20 |
32.31 |
46.45 |
93.84 |
286.90 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |