Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.74 |
23.08 |
30.98 |
68.67 |
178.81 |
| EWMA |
9.33 |
23.33 |
26.16 |
33.77 |
74.67 |
| RES |
10.73 |
24.17 |
25.72 |
33.88 |
76.65 |
| MP |
13.67 |
21.42 |
38.53 |
86.84 |
206.30 |
| RESMP |
10.44 |
23.42 |
23.39 |
31.10 |
74.65 |
| DK |
12.79 |
24.50 |
32.77 |
70.79 |
181.89 |
| LW |
12.82 |
24.52 |
32.93 |
71.26 |
183.11 |
| SS |
13.26 |
24.53 |
31.81 |
70.47 |
182.18 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |