Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-21.68 |
-29.87 |
-18.42 |
-14.29 |
164.80 |
| EWMA |
-18.57 |
-27.60 |
-12.90 |
-9.15 |
158.06 |
| RES |
-22.79 |
-33.82 |
-17.28 |
-27.02 |
22.82 |
| MP |
-21.77 |
-29.50 |
-19.83 |
-15.94 |
165.78 |
| RESMP |
-22.97 |
-34.36 |
-16.70 |
-26.19 |
29.52 |
| DK |
-21.68 |
-29.88 |
-18.39 |
-14.26 |
164.77 |
| LW |
-21.69 |
-29.84 |
-18.54 |
-14.43 |
164.93 |
| SS |
-21.68 |
-29.90 |
-18.33 |
-14.19 |
164.70 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |