Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
13.53 |
31.10 |
36.71 |
40.70 |
59.80 |
| EWMA |
9.29 |
26.23 |
31.57 |
39.46 |
53.76 |
| RES |
6.95 |
26.73 |
27.42 |
31.41 |
63.65 |
| MP |
6.76 |
23.15 |
18.95 |
34.84 |
94.81 |
| RESMP |
6.74 |
26.29 |
27.52 |
33.15 |
68.28 |
| DK |
11.92 |
30.05 |
35.59 |
39.98 |
77.27 |
| LW |
12.60 |
30.02 |
35.64 |
40.26 |
61.32 |
| SS |
13.27 |
30.80 |
36.35 |
40.34 |
62.18 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |