Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
9.07 |
21.71 |
24.02 |
40.49 |
82.37 |
| EWMA |
8.41 |
21.34 |
21.85 |
40.00 |
71.37 |
| RES |
7.49 |
22.94 |
25.68 |
32.03 |
64.93 |
| MP |
8.89 |
21.56 |
24.03 |
35.11 |
71.50 |
| RESMP |
7.47 |
22.80 |
25.62 |
32.51 |
60.53 |
| DK |
9.30 |
22.14 |
24.46 |
40.13 |
83.14 |
| LW |
9.04 |
21.68 |
23.93 |
40.55 |
82.09 |
| SS |
9.09 |
21.76 |
24.11 |
40.47 |
82.08 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |