Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
228.96 |
| EWMA |
7.38 |
21.57 |
23.06 |
26.30 |
2.42 |
50.08 |
| RES |
7.47 |
22.15 |
24.06 |
26.17 |
-0.97 |
43.73 |
| MP |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
228.96 |
| RESMP |
7.40 |
21.64 |
23.19 |
26.28 |
1.88 |
48.99 |
| DK |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
228.96 |
| LW |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
228.96 |
| SS |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
228.96 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |
70.00 |