Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
15.80 |
26.56 |
42.19 |
83.44 |
| EWMA |
9.07 |
23.11 |
25.08 |
32.60 |
| RES |
9.78 |
23.33 |
24.41 |
32.52 |
| MP |
14.75 |
25.96 |
51.07 |
125.08 |
| RESMP |
9.88 |
23.04 |
25.70 |
34.52 |
| DK |
15.78 |
26.55 |
42.15 |
83.25 |
| LW |
15.91 |
26.56 |
43.01 |
83.58 |
| SS |
15.76 |
26.54 |
42.04 |
82.87 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |