Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
12.20 |
26.06 |
30.20 |
47.55 |
| EWMA |
4.49 |
21.03 |
20.55 |
19.50 |
| RES |
6.24 |
23.36 |
19.51 |
22.12 |
| MP |
19.86 |
39.56 |
50.23 |
80.82 |
| RESMP |
6.42 |
23.61 |
19.14 |
21.85 |
| DK |
12.87 |
29.29 |
34.21 |
51.79 |
| LW |
13.78 |
33.62 |
39.62 |
57.28 |
| SS |
13.70 |
32.96 |
38.84 |
56.65 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |