Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
13.10 |
30.60 |
34.28 |
34.14 |
36.73 |
111.99 |
| EWMA |
12.40 |
31.12 |
34.82 |
55.42 |
80.24 |
167.07 |
| RES |
6.32 |
32.31 |
28.89 |
46.19 |
109.97 |
208.79 |
| MP |
8.24 |
24.60 |
26.82 |
49.06 |
103.71 |
147.28 |
| RESMP |
7.37 |
33.46 |
30.52 |
48.44 |
119.39 |
222.92 |
| DK |
10.32 |
29.06 |
31.85 |
50.64 |
98.78 |
166.55 |
| LW |
13.09 |
30.60 |
36.24 |
51.90 |
72.41 |
168.46 |
| SS |
10.27 |
27.33 |
30.05 |
32.58 |
48.73 |
142.81 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |