Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
12.98 |
30.46 |
34.12 |
33.95 |
35.48 |
111.81 |
| EWMA |
6.85 |
24.59 |
28.09 |
47.67 |
70.18 |
152.07 |
| RES |
6.31 |
32.47 |
29.09 |
46.13 |
109.75 |
207.31 |
| MP |
8.24 |
24.72 |
26.86 |
49.20 |
86.54 |
76.21 |
| RESMP |
5.88 |
31.86 |
29.26 |
45.76 |
113.27 |
216.54 |
| DK |
7.88 |
38.06 |
41.02 |
61.28 |
112.61 |
193.89 |
| LW |
13.12 |
30.63 |
36.28 |
51.88 |
71.76 |
177.04 |
| SS |
10.21 |
27.26 |
29.97 |
32.49 |
47.65 |
141.17 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |