Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-27.20 |
-27.40 |
-26.13 |
-30.17 |
| EWMA |
-26.55 |
-30.87 |
-31.14 |
-38.22 |
| RES |
-20.41 |
-29.33 |
-18.37 |
-23.19 |
| MP |
-31.45 |
-37.99 |
-22.26 |
-7.67 |
| RESMP |
-21.44 |
-30.29 |
-16.92 |
-19.96 |
| DK |
-25.65 |
-25.64 |
-24.70 |
-27.82 |
| LW |
-26.91 |
-27.01 |
-26.60 |
-30.99 |
| SS |
-27.11 |
-27.31 |
-25.85 |
-29.93 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |