Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
7.91 |
19.75 |
18.98 |
38.88 |
EWMA |
7.76 |
19.75 |
18.73 |
42.77 |
RES |
7.12 |
19.42 |
18.75 |
36.50 |
MP |
7.95 |
19.83 |
19.42 |
37.59 |
RESMP |
7.02 |
19.23 |
19.89 |
37.68 |
DK |
7.93 |
19.78 |
18.70 |
37.31 |
LW |
7.92 |
19.76 |
18.99 |
39.11 |
SS |
7.91 |
19.75 |
18.92 |
38.36 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |