Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
13.50 |
31.07 |
36.68 |
40.68 |
60.42 |
| EWMA |
9.21 |
26.17 |
31.55 |
38.94 |
52.60 |
| RES |
7.17 |
27.69 |
29.11 |
32.86 |
65.69 |
| MP |
8.24 |
25.15 |
24.83 |
47.37 |
125.20 |
| RESMP |
6.81 |
26.99 |
27.92 |
29.93 |
66.53 |
| DK |
11.78 |
29.64 |
35.19 |
39.51 |
76.67 |
| LW |
13.38 |
30.93 |
36.59 |
41.52 |
63.76 |
| SS |
13.04 |
30.54 |
36.09 |
40.09 |
62.40 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |