Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
8.79 |
21.39 |
23.53 |
39.86 |
77.73 |
247.41 |
| EWMA |
8.08 |
20.93 |
21.90 |
39.90 |
65.36 |
213.54 |
| RES |
6.47 |
22.02 |
23.88 |
28.51 |
37.69 |
168.74 |
| MP |
8.40 |
20.99 |
18.15 |
31.63 |
6.28 |
116.39 |
| RESMP |
6.49 |
22.21 |
24.23 |
28.47 |
40.30 |
168.50 |
| DK |
8.69 |
21.23 |
22.61 |
38.05 |
77.82 |
210.10 |
| LW |
8.79 |
21.39 |
23.52 |
39.89 |
78.23 |
246.36 |
| SS |
8.79 |
21.40 |
23.43 |
39.64 |
77.95 |
247.58 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |