Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.53 |
23.84 |
33.22 |
49.30 |
85.55 |
| EWMA |
12.53 |
26.25 |
33.17 |
53.69 |
93.88 |
| RES |
9.44 |
25.29 |
25.30 |
32.48 |
93.22 |
| MP |
19.67 |
31.48 |
35.60 |
57.96 |
99.56 |
| RESMP |
9.99 |
26.63 |
27.72 |
33.03 |
79.37 |
| DK |
11.61 |
24.58 |
33.64 |
50.20 |
98.83 |
| LW |
10.64 |
24.28 |
33.67 |
49.63 |
84.07 |
| SS |
10.36 |
23.60 |
32.93 |
48.00 |
84.39 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |