Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-26.22 |
-29.57 |
-27.35 |
-28.70 |
| EWMA |
-25.49 |
-31.11 |
-23.50 |
-23.89 |
| RES |
-24.96 |
-32.43 |
-22.80 |
-27.72 |
| MP |
-30.99 |
-37.57 |
-21.63 |
-12.78 |
| RESMP |
-24.58 |
-31.73 |
-21.73 |
-24.07 |
| DK |
-25.74 |
-28.36 |
-23.51 |
-23.90 |
| LW |
-26.09 |
-29.22 |
-28.32 |
-29.84 |
| SS |
-26.19 |
-29.52 |
-26.88 |
-28.01 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |