Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
1.77 |
3.31 |
6.68 |
12.63 |
35.32 |
66.37 |
| EWMA |
2.17 |
3.94 |
7.02 |
13.15 |
33.28 |
66.28 |
| RES |
6.96 |
21.37 |
24.49 |
26.55 |
42.96 |
168.40 |
| MP |
7.16 |
11.92 |
18.54 |
35.27 |
53.05 |
132.43 |
| RESMP |
6.99 |
22.44 |
26.74 |
26.11 |
49.17 |
177.40 |
| DK |
1.85 |
3.69 |
7.27 |
13.44 |
37.03 |
66.16 |
| LW |
1.75 |
3.37 |
8.11 |
14.12 |
35.00 |
65.47 |
| SS |
1.77 |
3.57 |
7.09 |
13.22 |
33.64 |
64.91 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |