Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
9.07 |
21.71 |
24.02 |
45.13 |
| EWMA |
8.77 |
21.74 |
22.04 |
45.00 |
| RES |
7.49 |
22.94 |
25.68 |
38.06 |
| MP |
8.89 |
21.56 |
22.80 |
39.80 |
| RESMP |
7.36 |
22.91 |
25.92 |
39.78 |
| DK |
9.30 |
22.14 |
24.46 |
44.52 |
| LW |
9.04 |
21.68 |
23.93 |
45.21 |
| SS |
9.09 |
21.76 |
24.11 |
45.08 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |