Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.17 |
24.18 |
33.91 |
52.06 |
96.31 |
| EWMA |
13.25 |
27.28 |
34.59 |
66.56 |
104.68 |
| RES |
9.21 |
23.51 |
27.84 |
42.34 |
120.55 |
| MP |
13.02 |
19.88 |
21.75 |
39.95 |
70.96 |
| RESMP |
9.66 |
24.55 |
32.04 |
48.43 |
121.72 |
| DK |
12.20 |
24.88 |
33.94 |
53.02 |
102.10 |
| LW |
11.55 |
24.07 |
34.18 |
51.17 |
87.87 |
| SS |
11.27 |
24.01 |
34.01 |
53.70 |
96.73 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |