Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
12.04 |
25.41 |
30.93 |
45.63 |
EWMA |
2.70 |
19.18 |
18.75 |
8.75 |
RES |
6.56 |
23.72 |
21.98 |
20.34 |
MP |
18.13 |
32.33 |
47.66 |
74.64 |
RESMP |
5.44 |
22.92 |
21.41 |
18.25 |
DK |
12.04 |
25.42 |
30.93 |
45.64 |
LW |
13.57 |
33.64 |
43.44 |
55.73 |
SS |
13.00 |
30.18 |
38.41 |
52.29 |
^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |