Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
11.59 |
23.07 |
27.49 |
47.59 |
| EWMA |
6.79 |
15.91 |
13.79 |
28.51 |
| RES |
6.29 |
16.01 |
14.18 |
26.50 |
| MP |
11.59 |
23.07 |
27.49 |
47.59 |
| RESMP |
6.28 |
15.82 |
13.68 |
26.45 |
| DK |
11.59 |
23.07 |
27.49 |
47.59 |
| LW |
11.59 |
23.07 |
27.49 |
47.59 |
| SS |
11.59 |
23.07 |
27.49 |
47.59 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |