Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
13.42 |
35.56 |
42.16 |
54.53 |
| EWMA |
8.17 |
22.99 |
26.25 |
32.68 |
| RES |
7.88 |
25.36 |
27.51 |
31.28 |
| MP |
9.93 |
32.99 |
34.75 |
60.26 |
| RESMP |
8.02 |
25.30 |
27.07 |
30.07 |
| DK |
13.42 |
35.54 |
42.14 |
54.49 |
| LW |
13.40 |
35.63 |
42.22 |
54.71 |
| SS |
13.42 |
35.54 |
42.14 |
54.49 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |