Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
12.02 |
35.17 |
40.95 |
57.64 |
123.08 |
EWMA |
7.94 |
22.00 |
25.46 |
30.69 |
42.26 |
RES |
7.49 |
24.37 |
27.68 |
31.12 |
46.45 |
MP |
8.06 |
29.24 |
27.77 |
56.64 |
129.53 |
RESMP |
7.38 |
24.43 |
27.61 |
31.51 |
47.49 |
DK |
12.01 |
35.15 |
40.93 |
57.62 |
123.06 |
LW |
12.12 |
35.24 |
41.23 |
57.46 |
122.37 |
SS |
12.01 |
35.09 |
40.85 |
57.53 |
122.90 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |