Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
7.81 |
19.56 |
18.10 |
33.39 |
42.37 |
215.87 |
EWMA |
7.78 |
19.52 |
18.13 |
38.05 |
27.87 |
159.73 |
RES |
7.68 |
22.83 |
23.93 |
33.56 |
26.62 |
125.92 |
MP |
7.80 |
19.55 |
18.47 |
33.79 |
3.47 |
83.86 |
RESMP |
7.69 |
23.78 |
23.32 |
27.96 |
22.95 |
125.83 |
DK |
7.82 |
19.57 |
18.11 |
33.39 |
23.42 |
169.67 |
LW |
7.81 |
19.56 |
18.10 |
33.40 |
46.91 |
209.46 |
SS |
7.81 |
19.56 |
18.10 |
33.38 |
41.11 |
196.48 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |