Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
11.94 |
23.22 |
26.59 |
43.18 |
| EWMA |
7.71 |
17.49 |
18.20 |
29.56 |
| RES |
9.86 |
20.21 |
21.38 |
33.38 |
| MP |
11.11 |
23.10 |
28.37 |
46.25 |
| RESMP |
10.15 |
20.48 |
21.64 |
33.87 |
| DK |
11.96 |
23.22 |
26.53 |
43.08 |
| LW |
11.79 |
23.21 |
26.93 |
43.78 |
| SS |
12.13 |
23.23 |
26.15 |
42.41 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |