Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
12.09 |
29.13 |
34.69 |
44.55 |
97.23 |
223.03 |
| EWMA |
7.94 |
22.00 |
25.46 |
30.69 |
42.26 |
163.69 |
| RES |
7.50 |
24.40 |
27.73 |
31.20 |
46.51 |
159.39 |
| MP |
4.87 |
17.58 |
17.28 |
10.13 |
35.51 |
320.93 |
| RESMP |
7.18 |
24.61 |
28.02 |
31.55 |
45.82 |
148.82 |
| DK |
12.13 |
29.01 |
34.91 |
43.81 |
94.86 |
223.28 |
| LW |
12.55 |
28.88 |
36.04 |
41.47 |
87.95 |
215.44 |
| SS |
12.08 |
29.01 |
34.86 |
43.78 |
94.99 |
224.14 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |
67.86 |