Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
11.25 |
23.32 |
28.83 |
46.72 |
| EWMA |
8.74 |
21.67 |
25.68 |
33.79 |
| RES |
8.57 |
21.73 |
25.93 |
32.33 |
| MP |
11.25 |
23.32 |
28.83 |
46.72 |
| RESMP |
8.76 |
22.19 |
26.48 |
32.99 |
| DK |
11.25 |
23.32 |
28.83 |
46.72 |
| LW |
11.25 |
23.32 |
28.83 |
46.72 |
| SS |
11.26 |
23.30 |
28.73 |
46.58 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |