Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
8.79 |
21.39 |
23.53 |
44.50 |
| EWMA |
8.09 |
20.95 |
21.94 |
44.72 |
| RES |
6.47 |
22.02 |
23.88 |
34.39 |
| MP |
8.40 |
20.99 |
23.44 |
41.32 |
| RESMP |
6.51 |
23.34 |
25.48 |
34.76 |
| DK |
8.69 |
21.23 |
22.61 |
42.41 |
| LW |
8.79 |
21.39 |
23.52 |
44.52 |
| SS |
8.79 |
21.40 |
23.43 |
44.24 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |