Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.52 |
28.78 |
32.72 |
33.36 |
29.16 |
| EWMA |
11.00 |
29.62 |
33.60 |
53.60 |
73.97 |
| RES |
5.60 |
31.11 |
26.04 |
41.03 |
106.05 |
| MP |
8.24 |
22.55 |
25.50 |
47.94 |
109.77 |
| RESMP |
4.32 |
26.81 |
20.40 |
34.52 |
92.55 |
| DK |
11.45 |
30.78 |
34.23 |
50.39 |
83.23 |
| LW |
12.93 |
30.41 |
36.05 |
51.82 |
68.32 |
| SS |
12.87 |
30.33 |
33.53 |
36.16 |
49.17 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |