Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
8.77 |
27.62 |
32.92 |
41.72 |
| EWMA |
5.39 |
21.60 |
27.46 |
37.66 |
| RES |
6.93 |
26.47 |
24.56 |
32.25 |
| MP |
5.94 |
14.84 |
19.77 |
40.93 |
| RESMP |
6.78 |
25.41 |
22.75 |
29.71 |
| DK |
8.80 |
28.82 |
33.93 |
48.96 |
| LW |
9.19 |
27.55 |
32.54 |
45.90 |
| SS |
8.69 |
27.93 |
33.27 |
42.19 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |