Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
13.06 |
25.50 |
29.33 |
70.86 |
174.51 |
| EWMA |
9.05 |
23.11 |
24.80 |
32.38 |
75.71 |
| RES |
9.93 |
23.56 |
24.04 |
32.54 |
73.23 |
| MP |
12.99 |
23.69 |
37.19 |
90.34 |
199.85 |
| RESMP |
9.92 |
23.42 |
24.06 |
32.60 |
75.21 |
| DK |
12.60 |
25.27 |
29.93 |
71.17 |
174.89 |
| LW |
12.66 |
25.35 |
30.02 |
71.62 |
175.97 |
| SS |
12.59 |
25.25 |
29.93 |
71.08 |
174.63 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |