Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
13.85 |
20.92 |
44.96 |
77.90 |
| EWMA |
9.32 |
23.44 |
26.08 |
34.52 |
| RES |
10.57 |
23.97 |
25.85 |
33.48 |
| MP |
14.87 |
21.40 |
55.39 |
123.90 |
| RESMP |
9.90 |
23.57 |
24.53 |
34.06 |
| DK |
16.58 |
23.49 |
45.84 |
81.90 |
| LW |
16.92 |
23.15 |
46.66 |
87.24 |
| SS |
16.54 |
23.02 |
45.32 |
84.85 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |