Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.11 |
23.10 |
28.37 |
46.25 |
87.57 |
| EWMA |
8.88 |
21.89 |
24.76 |
28.94 |
17.03 |
| RES |
10.42 |
22.52 |
24.85 |
33.24 |
27.19 |
| MP |
11.11 |
23.10 |
28.37 |
46.25 |
87.57 |
| RESMP |
10.76 |
24.21 |
27.60 |
32.94 |
19.24 |
| DK |
11.11 |
23.10 |
28.37 |
46.25 |
87.57 |
| LW |
11.11 |
23.10 |
28.37 |
46.25 |
87.57 |
| SS |
11.11 |
23.10 |
28.37 |
46.25 |
87.57 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |