Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
8.79 |
21.39 |
23.53 |
39.86 |
82.60 |
| EWMA |
8.08 |
20.93 |
21.55 |
39.49 |
73.00 |
| RES |
6.47 |
22.02 |
23.88 |
28.51 |
53.53 |
| MP |
8.40 |
21.37 |
18.53 |
32.81 |
68.43 |
| RESMP |
6.70 |
22.30 |
25.33 |
30.87 |
55.05 |
| DK |
8.69 |
21.23 |
22.81 |
38.27 |
81.25 |
| LW |
8.79 |
21.39 |
23.52 |
39.89 |
82.43 |
| SS |
8.79 |
21.40 |
23.43 |
39.64 |
81.93 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |