Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
12.91 |
31.27 |
35.92 |
45.02 |
97.37 |
228.10 |
EWMA |
8.23 |
23.27 |
26.66 |
32.53 |
43.47 |
169.87 |
RES |
7.85 |
25.45 |
27.59 |
31.46 |
46.90 |
170.76 |
MP |
7.11 |
24.13 |
21.91 |
27.03 |
67.90 |
337.99 |
RESMP |
8.07 |
25.56 |
28.28 |
32.88 |
48.40 |
169.01 |
DK |
12.90 |
31.41 |
35.86 |
45.64 |
99.30 |
228.45 |
LW |
12.97 |
31.20 |
35.95 |
44.76 |
96.53 |
227.03 |
SS |
12.85 |
31.44 |
35.81 |
45.65 |
99.60 |
229.35 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |
68.05 |