Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
16.37 |
27.32 |
43.83 |
80.17 |
| EWMA |
10.60 |
22.03 |
26.42 |
39.88 |
| RES |
9.55 |
23.22 |
26.15 |
43.56 |
| MP |
12.15 |
23.97 |
47.02 |
121.00 |
| RESMP |
9.57 |
23.55 |
26.35 |
45.36 |
| DK |
16.37 |
27.32 |
43.81 |
79.97 |
| LW |
16.32 |
27.29 |
43.63 |
80.78 |
| SS |
16.37 |
27.31 |
43.58 |
81.38 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |