Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
12.35 |
25.56 |
31.51 |
44.54 |
88.34 |
263.13 |
| EWMA |
7.77 |
22.76 |
26.79 |
27.34 |
52.75 |
206.09 |
| RES |
7.88 |
23.54 |
25.86 |
24.94 |
50.90 |
199.67 |
| MP |
10.09 |
27.61 |
28.04 |
33.20 |
96.44 |
319.62 |
| RESMP |
7.91 |
23.11 |
25.98 |
25.78 |
51.63 |
207.64 |
| DK |
10.25 |
24.96 |
27.77 |
35.76 |
92.33 |
279.94 |
| LW |
12.35 |
25.56 |
31.51 |
44.55 |
88.29 |
263.09 |
| SS |
12.41 |
25.57 |
31.58 |
44.86 |
84.85 |
260.31 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |
68.05 |