Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
7.73 |
24.11 |
24.31 |
29.96 |
| EWMA |
7.01 |
24.16 |
26.09 |
33.79 |
| RES |
6.72 |
26.05 |
23.68 |
31.27 |
| MP |
2.42 |
15.20 |
18.56 |
27.50 |
| RESMP |
6.52 |
25.50 |
21.81 |
30.58 |
| DK |
7.91 |
24.29 |
24.11 |
38.24 |
| LW |
7.63 |
22.90 |
22.77 |
33.24 |
| SS |
7.66 |
24.11 |
24.32 |
33.46 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |