Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
12.26 |
25.21 |
29.92 |
75.53 |
180.04 |
| EWMA |
9.20 |
22.41 |
24.83 |
38.34 |
84.67 |
| RES |
9.94 |
22.62 |
26.54 |
44.44 |
98.56 |
| MP |
12.22 |
22.80 |
36.74 |
93.55 |
202.87 |
| RESMP |
9.56 |
21.85 |
24.44 |
42.27 |
95.40 |
| DK |
12.26 |
25.20 |
29.95 |
75.56 |
180.06 |
| LW |
12.69 |
25.40 |
29.72 |
75.72 |
180.07 |
| SS |
12.26 |
25.18 |
29.93 |
75.42 |
179.73 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |