Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
11.90 |
26.89 |
36.93 |
50.66 |
| EWMA |
12.77 |
28.21 |
37.77 |
55.58 |
| RES |
9.17 |
23.41 |
27.37 |
47.72 |
| MP |
13.48 |
22.63 |
26.09 |
55.28 |
| RESMP |
8.78 |
23.79 |
28.15 |
51.95 |
| DK |
12.81 |
26.95 |
38.94 |
50.63 |
| LW |
11.76 |
26.12 |
36.19 |
49.31 |
| SS |
11.87 |
26.80 |
36.22 |
49.68 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |