Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
13.49 |
31.05 |
36.66 |
40.64 |
58.95 |
159.97 |
| EWMA |
9.29 |
26.23 |
31.67 |
39.57 |
51.56 |
157.31 |
| RES |
6.97 |
26.77 |
27.44 |
31.43 |
48.68 |
158.76 |
| MP |
6.76 |
23.15 |
19.16 |
28.05 |
54.04 |
286.70 |
| RESMP |
6.99 |
26.40 |
26.73 |
32.09 |
48.04 |
156.50 |
| DK |
11.92 |
30.05 |
35.66 |
40.04 |
82.58 |
184.05 |
| LW |
13.57 |
31.15 |
36.82 |
41.47 |
62.40 |
164.69 |
| SS |
13.11 |
30.62 |
36.16 |
40.16 |
61.43 |
165.91 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |