Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
1.81 |
3.72 |
7.27 |
13.26 |
34.58 |
67.50 |
| EWMA |
1.87 |
3.94 |
7.11 |
13.48 |
35.43 |
70.06 |
| RES |
5.28 |
18.59 |
20.79 |
21.64 |
39.88 |
184.33 |
| MP |
6.24 |
10.43 |
17.15 |
26.67 |
42.27 |
154.67 |
| RESMP |
7.44 |
21.92 |
24.43 |
26.98 |
53.50 |
213.28 |
| DK |
1.86 |
3.58 |
7.08 |
13.57 |
38.13 |
69.92 |
| LW |
1.88 |
3.73 |
7.39 |
13.31 |
38.36 |
69.92 |
| SS |
1.81 |
3.70 |
7.08 |
13.46 |
36.19 |
67.10 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |