Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-24.26 |
-30.82 |
-22.74 |
-16.32 |
165.14 |
| EWMA |
-22.43 |
-30.68 |
-16.75 |
-10.13 |
158.14 |
| RES |
-25.10 |
-34.01 |
-21.25 |
-25.24 |
37.17 |
| MP |
-24.23 |
-30.10 |
-24.52 |
-18.34 |
164.77 |
| RESMP |
-25.44 |
-33.70 |
-21.01 |
-24.56 |
40.65 |
| DK |
-24.26 |
-30.84 |
-22.71 |
-16.29 |
165.12 |
| LW |
-24.25 |
-30.78 |
-22.85 |
-16.44 |
165.17 |
| SS |
-24.26 |
-30.87 |
-22.64 |
-16.21 |
165.09 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |