Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
10.52 |
23.83 |
33.27 |
51.54 |
| EWMA |
12.53 |
26.01 |
32.96 |
58.37 |
| RES |
9.42 |
25.25 |
25.24 |
39.62 |
| MP |
19.67 |
31.48 |
35.12 |
65.50 |
| RESMP |
8.58 |
24.32 |
23.45 |
38.77 |
| DK |
11.54 |
24.19 |
33.54 |
52.15 |
| LW |
10.54 |
23.67 |
33.26 |
51.52 |
| SS |
11.62 |
25.01 |
34.53 |
53.40 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |