Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-25.48 |
-38.75 |
-6.54 |
-2.98 |
103.09 |
| EWMA |
-24.17 |
-37.26 |
-5.24 |
-0.88 |
108.52 |
| RES |
-24.63 |
-35.81 |
-18.05 |
-20.32 |
43.30 |
| MP |
-24.80 |
-30.30 |
-24.10 |
-16.02 |
164.65 |
| RESMP |
-24.05 |
-35.68 |
-15.42 |
-16.92 |
53.63 |
| DK |
-25.48 |
-38.75 |
-6.54 |
-2.98 |
103.09 |
| LW |
-25.48 |
-38.75 |
-6.54 |
-2.98 |
103.09 |
| SS |
-25.48 |
-38.75 |
-6.54 |
-2.98 |
103.09 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |