Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.84 |
25.35 |
31.42 |
49.14 |
91.15 |
| EWMA |
12.79 |
27.72 |
34.68 |
58.98 |
102.08 |
| RES |
9.48 |
26.47 |
26.25 |
32.94 |
93.60 |
| MP |
7.35 |
23.54 |
24.92 |
44.23 |
100.84 |
| RESMP |
9.46 |
25.89 |
26.11 |
34.23 |
99.30 |
| DK |
11.83 |
25.80 |
33.35 |
47.08 |
100.35 |
| LW |
10.80 |
24.89 |
32.01 |
45.23 |
80.62 |
| SS |
10.51 |
24.91 |
30.95 |
44.55 |
84.84 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |