Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
11.34 |
24.94 |
30.30 |
41.60 |
107.35 |
272.57 |
| EWMA |
9.54 |
24.14 |
27.35 |
37.83 |
101.62 |
244.03 |
| RES |
5.92 |
19.42 |
21.65 |
32.38 |
91.21 |
249.48 |
| MP |
10.95 |
31.40 |
31.68 |
39.34 |
109.87 |
285.46 |
| RESMP |
4.80 |
16.79 |
18.77 |
29.78 |
88.22 |
240.09 |
| DK |
11.34 |
24.94 |
30.30 |
41.59 |
107.40 |
272.58 |
| LW |
11.29 |
24.92 |
30.30 |
41.22 |
110.67 |
273.03 |
| SS |
11.23 |
24.89 |
30.30 |
40.81 |
114.19 |
273.15 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |
68.14 |