Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.07 |
21.71 |
24.02 |
40.49 |
80.82 |
244.63 |
| EWMA |
8.41 |
21.34 |
22.31 |
40.52 |
66.64 |
203.02 |
| RES |
7.49 |
22.94 |
25.68 |
32.03 |
49.61 |
169.77 |
| MP |
8.89 |
21.56 |
22.80 |
36.61 |
53.87 |
216.15 |
| RESMP |
7.37 |
22.81 |
25.76 |
30.82 |
47.79 |
166.65 |
| DK |
9.30 |
22.14 |
24.46 |
40.13 |
80.97 |
202.71 |
| LW |
9.04 |
21.68 |
23.93 |
40.55 |
80.99 |
236.44 |
| SS |
9.09 |
21.76 |
24.11 |
40.47 |
79.72 |
239.47 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |