Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
12.85 |
23.24 |
24.34 |
39.19 |
34.06 |
188.24 |
| EWMA |
9.48 |
23.10 |
26.42 |
29.69 |
12.88 |
73.36 |
| RES |
11.05 |
23.31 |
25.74 |
34.45 |
26.22 |
127.76 |
| MP |
11.11 |
23.10 |
28.37 |
46.25 |
87.57 |
226.38 |
| RESMP |
12.33 |
23.14 |
24.51 |
37.82 |
32.61 |
173.39 |
| DK |
12.85 |
23.24 |
24.34 |
39.19 |
34.02 |
188.20 |
| LW |
12.84 |
23.24 |
24.36 |
39.22 |
34.28 |
188.49 |
| SS |
12.86 |
23.24 |
24.32 |
39.15 |
33.80 |
187.93 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |
68.14 |