Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
7.21 |
22.97 |
22.20 |
1.45 |
25.51 |
157.62 |
| EWMA |
6.11 |
20.63 |
18.61 |
9.18 |
21.41 |
139.15 |
| RES |
6.01 |
22.46 |
23.05 |
34.77 |
94.65 |
233.31 |
| MP |
-7.76 |
4.70 |
5.69 |
16.16 |
23.52 |
144.10 |
| RESMP |
5.04 |
21.40 |
22.86 |
38.67 |
97.05 |
260.95 |
| DK |
8.94 |
23.56 |
22.17 |
31.42 |
73.14 |
226.56 |
| LW |
8.26 |
23.07 |
21.48 |
17.17 |
19.25 |
153.67 |
| SS |
8.35 |
23.73 |
22.99 |
7.63 |
6.50 |
131.24 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |