Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
9.69 |
23.01 |
26.76 |
47.58 |
| EWMA |
8.06 |
21.18 |
24.88 |
45.39 |
| RES |
6.28 |
18.95 |
18.58 |
35.45 |
| MP |
9.69 |
23.01 |
26.76 |
47.58 |
| RESMP |
6.28 |
19.76 |
19.25 |
34.04 |
| DK |
9.14 |
22.19 |
25.92 |
46.60 |
| LW |
9.69 |
23.01 |
26.76 |
47.58 |
| SS |
9.69 |
23.01 |
26.76 |
47.58 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |