Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
17.91 |
28.24 |
45.66 |
78.90 |
| EWMA |
9.43 |
22.68 |
24.57 |
38.43 |
| RES |
9.99 |
22.13 |
26.55 |
40.82 |
| MP |
13.27 |
25.23 |
52.37 |
122.61 |
| RESMP |
10.69 |
23.29 |
27.70 |
41.60 |
| DK |
17.95 |
28.26 |
45.50 |
79.61 |
| LW |
17.66 |
27.36 |
45.50 |
79.29 |
| SS |
17.67 |
27.29 |
45.55 |
79.04 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |