Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
13.84 |
29.61 |
37.67 |
52.34 |
120.52 |
| EWMA |
7.67 |
22.02 |
26.35 |
25.56 |
48.22 |
| RES |
7.85 |
23.53 |
25.82 |
24.82 |
50.56 |
| MP |
17.17 |
31.11 |
43.31 |
69.08 |
134.31 |
| RESMP |
8.02 |
23.74 |
25.65 |
25.20 |
51.02 |
| DK |
14.08 |
29.28 |
37.58 |
53.82 |
123.89 |
| LW |
14.20 |
29.14 |
37.60 |
53.90 |
116.94 |
| SS |
12.42 |
26.13 |
32.20 |
44.33 |
121.90 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |