Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.77 |
38.68 |
43.83 |
65.95 |
142.81 |
| EWMA |
9.83 |
36.14 |
40.37 |
61.58 |
133.10 |
| RES |
5.76 |
28.30 |
25.03 |
40.68 |
96.26 |
| MP |
7.50 |
30.99 |
30.55 |
57.64 |
133.79 |
| RESMP |
6.14 |
29.13 |
26.36 |
40.72 |
95.28 |
| DK |
10.76 |
38.67 |
43.81 |
65.94 |
142.81 |
| LW |
10.86 |
38.87 |
44.17 |
66.10 |
142.72 |
| SS |
10.75 |
38.64 |
43.74 |
65.91 |
142.82 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |