Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
10.35 |
22.08 |
27.16 |
45.49 |
| EWMA |
7.68 |
19.65 |
22.78 |
30.43 |
| RES |
7.24 |
19.46 |
22.58 |
26.94 |
| MP |
10.84 |
21.78 |
25.81 |
43.76 |
| RESMP |
7.22 |
19.82 |
23.24 |
27.45 |
| DK |
10.36 |
22.08 |
27.15 |
45.48 |
| LW |
10.34 |
22.09 |
27.19 |
45.52 |
| SS |
10.38 |
22.07 |
27.07 |
45.38 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |