Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
9.81 |
24.57 |
29.68 |
33.30 |
68.03 |
| EWMA |
6.28 |
20.75 |
26.68 |
30.83 |
57.90 |
| RES |
6.96 |
25.69 |
26.16 |
25.51 |
73.94 |
| MP |
-2.07 |
7.70 |
11.09 |
29.66 |
95.37 |
| RESMP |
6.74 |
25.49 |
26.65 |
26.34 |
75.96 |
| DK |
10.32 |
25.71 |
30.79 |
39.85 |
86.23 |
| LW |
10.55 |
25.39 |
30.19 |
36.06 |
69.62 |
| SS |
9.70 |
24.46 |
29.43 |
32.42 |
66.34 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |