Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.81 |
24.82 |
29.61 |
32.44 |
60.52 |
200.68 |
| EWMA |
6.06 |
20.91 |
27.11 |
31.55 |
44.58 |
146.91 |
| RES |
6.82 |
25.55 |
26.08 |
25.45 |
55.64 |
179.36 |
| MP |
-2.09 |
7.60 |
13.06 |
29.10 |
82.51 |
236.68 |
| RESMP |
6.60 |
25.44 |
25.99 |
26.26 |
60.81 |
183.53 |
| DK |
9.71 |
25.02 |
29.98 |
41.82 |
80.88 |
255.11 |
| LW |
10.79 |
25.67 |
30.45 |
38.79 |
63.67 |
196.64 |
| SS |
9.69 |
24.74 |
29.88 |
32.97 |
61.79 |
212.23 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |