Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.19 |
22.18 |
27.59 |
46.03 |
87.20 |
| EWMA |
7.67 |
19.65 |
22.78 |
30.42 |
45.33 |
| RES |
7.26 |
19.37 |
22.42 |
27.06 |
34.59 |
| MP |
10.19 |
22.18 |
27.59 |
46.03 |
87.20 |
| RESMP |
6.96 |
18.91 |
21.52 |
25.71 |
33.49 |
| DK |
10.19 |
22.18 |
27.59 |
46.03 |
87.20 |
| LW |
10.19 |
22.18 |
27.59 |
46.03 |
87.20 |
| SS |
10.19 |
22.18 |
27.59 |
46.03 |
87.20 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |