Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
7.99 |
22.60 |
23.47 |
27.16 |
56.56 |
| EWMA |
5.78 |
20.58 |
22.51 |
24.43 |
43.08 |
| RES |
6.75 |
24.95 |
25.51 |
24.68 |
70.63 |
| MP |
-2.40 |
9.25 |
11.03 |
24.40 |
43.88 |
| RESMP |
6.64 |
24.38 |
25.05 |
24.47 |
69.43 |
| DK |
8.67 |
23.22 |
23.73 |
34.98 |
78.00 |
| LW |
8.16 |
22.82 |
23.65 |
29.10 |
60.27 |
| SS |
7.42 |
22.44 |
23.36 |
26.65 |
53.07 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |