Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
13.13 |
25.87 |
31.88 |
72.08 |
177.72 |
EWMA |
9.15 |
21.49 |
24.04 |
37.60 |
90.50 |
RES |
10.19 |
21.51 |
27.49 |
42.56 |
98.36 |
MP |
12.79 |
24.01 |
36.60 |
85.35 |
193.51 |
RESMP |
8.51 |
20.10 |
26.45 |
42.56 |
101.21 |
DK |
13.14 |
25.87 |
31.90 |
72.10 |
177.72 |
LW |
11.72 |
23.01 |
39.18 |
84.61 |
188.14 |
SS |
11.35 |
24.82 |
30.34 |
70.57 |
174.89 |
^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |