Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
11.87 |
27.31 |
36.82 |
46.78 |
| EWMA |
12.85 |
28.78 |
39.47 |
59.36 |
| RES |
9.15 |
24.69 |
29.86 |
50.09 |
| MP |
13.57 |
31.87 |
35.79 |
55.15 |
| RESMP |
8.75 |
24.57 |
28.61 |
46.94 |
| DK |
12.45 |
26.68 |
38.24 |
48.76 |
| LW |
11.87 |
26.78 |
36.39 |
47.91 |
| SS |
12.00 |
27.37 |
36.88 |
47.69 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |