Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
7.99 |
23.01 |
24.38 |
25.49 |
48.71 |
186.45 |
| EWMA |
6.37 |
21.14 |
22.49 |
25.52 |
45.95 |
163.08 |
| RES |
6.78 |
25.03 |
25.56 |
24.77 |
53.32 |
184.03 |
| MP |
-1.95 |
9.97 |
11.39 |
26.61 |
41.38 |
183.55 |
| RESMP |
6.78 |
24.70 |
25.23 |
26.38 |
54.28 |
187.58 |
| DK |
8.65 |
23.57 |
24.02 |
35.16 |
72.44 |
228.94 |
| LW |
8.07 |
22.71 |
23.25 |
30.31 |
54.33 |
204.96 |
| SS |
7.41 |
22.33 |
23.48 |
26.11 |
51.13 |
203.70 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |