Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
14.25 |
29.00 |
37.63 |
55.22 |
| EWMA |
7.65 |
22.42 |
26.79 |
24.66 |
| RES |
7.38 |
22.47 |
24.42 |
23.92 |
| MP |
19.94 |
36.82 |
52.27 |
75.86 |
| RESMP |
7.20 |
21.93 |
24.05 |
22.87 |
| DK |
13.16 |
26.83 |
34.08 |
50.82 |
| LW |
17.07 |
36.36 |
48.94 |
67.11 |
| SS |
13.20 |
26.89 |
34.19 |
50.98 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |