Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
10.24 |
22.15 |
27.45 |
45.85 |
85.40 |
222.74 |
EWMA |
7.68 |
19.66 |
22.78 |
30.43 |
45.25 |
165.48 |
RES |
7.26 |
19.40 |
22.46 |
27.05 |
34.50 |
179.90 |
MP |
7.65 |
20.31 |
25.49 |
32.75 |
56.11 |
285.11 |
RESMP |
6.75 |
17.38 |
19.14 |
25.43 |
34.86 |
176.55 |
DK |
10.24 |
22.14 |
27.44 |
45.84 |
85.36 |
222.73 |
LW |
10.24 |
22.15 |
27.46 |
45.87 |
85.60 |
222.79 |
SS |
10.25 |
22.14 |
27.43 |
45.82 |
85.14 |
222.68 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |
67.86 |