Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
10.87 |
39.70 |
42.89 |
65.99 |
| EWMA |
5.15 |
27.38 |
26.64 |
37.59 |
| RES |
5.21 |
27.66 |
25.24 |
33.82 |
| MP |
9.63 |
36.12 |
37.21 |
64.63 |
| RESMP |
5.64 |
27.60 |
23.89 |
34.46 |
| DK |
10.87 |
39.69 |
42.89 |
65.97 |
| LW |
10.86 |
39.74 |
42.92 |
66.08 |
| SS |
10.87 |
39.68 |
42.88 |
65.96 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |