Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
13.44 |
29.33 |
37.74 |
50.51 |
119.82 |
| EWMA |
7.77 |
22.54 |
26.97 |
25.05 |
56.95 |
| RES |
7.27 |
22.27 |
24.20 |
23.72 |
49.89 |
| MP |
16.51 |
32.47 |
43.37 |
64.31 |
132.53 |
| RESMP |
6.44 |
20.50 |
22.77 |
23.30 |
50.41 |
| DK |
13.73 |
29.84 |
38.51 |
52.07 |
118.10 |
| LW |
13.37 |
28.48 |
36.75 |
49.70 |
119.14 |
| SS |
12.62 |
26.77 |
34.31 |
45.66 |
121.24 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |