Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-26.13 |
-29.60 |
-26.82 |
-28.05 |
| EWMA |
-25.46 |
-32.34 |
-24.49 |
-25.38 |
| RES |
-23.66 |
-29.61 |
-22.02 |
-22.34 |
| MP |
-30.80 |
-37.40 |
-23.48 |
-12.94 |
| RESMP |
-23.19 |
-29.36 |
-20.55 |
-20.76 |
| DK |
-25.66 |
-28.33 |
-23.06 |
-23.36 |
| LW |
-26.07 |
-29.27 |
-27.78 |
-29.25 |
| SS |
-26.10 |
-29.53 |
-26.32 |
-27.66 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |