Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
-25.96 |
-26.64 |
-23.05 |
-27.96 |
| EWMA |
-26.10 |
-34.23 |
-30.11 |
-39.23 |
| RES |
-18.48 |
-26.75 |
-15.00 |
-18.62 |
| MP |
-26.04 |
-34.51 |
-17.59 |
-8.34 |
| RESMP |
-17.72 |
-25.34 |
-12.87 |
-11.93 |
| DK |
-24.16 |
-24.47 |
-21.05 |
-24.42 |
| LW |
-25.98 |
-26.55 |
-23.74 |
-28.83 |
| SS |
-25.95 |
-26.64 |
-22.76 |
-27.49 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |