Portfolio performance
Portfolio3-month6-month1-year2-year5-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