Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
12.06 |
25.93 |
32.27 |
49.68 |
92.89 |
| EWMA |
13.33 |
27.36 |
32.61 |
65.48 |
104.57 |
| RES |
9.69 |
25.13 |
29.88 |
44.24 |
122.66 |
| MP |
11.15 |
25.71 |
21.38 |
45.66 |
106.54 |
| RESMP |
10.38 |
26.25 |
32.61 |
45.38 |
122.75 |
| DK |
12.68 |
26.23 |
34.38 |
50.61 |
104.48 |
| LW |
11.77 |
25.61 |
33.12 |
48.64 |
88.79 |
| SS |
11.68 |
25.28 |
31.81 |
48.54 |
92.64 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |