Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
12.97 |
37.14 |
43.56 |
58.38 |
122.35 |
EWMA |
8.51 |
23.16 |
26.63 |
32.00 |
41.89 |
RES |
7.85 |
25.41 |
27.52 |
31.34 |
46.76 |
MP |
8.36 |
32.05 |
30.83 |
59.32 |
135.33 |
RESMP |
8.21 |
25.85 |
28.02 |
32.34 |
49.31 |
DK |
12.57 |
37.07 |
42.91 |
59.23 |
125.41 |
LW |
12.68 |
37.14 |
43.16 |
59.10 |
124.78 |
SS |
12.56 |
37.02 |
42.84 |
59.17 |
125.32 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |