Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
1.81 |
3.42 |
6.87 |
12.59 |
| EWMA |
2.21 |
3.91 |
7.13 |
13.11 |
| RES |
5.24 |
18.64 |
20.78 |
25.70 |
| MP |
6.24 |
10.43 |
17.05 |
33.36 |
| RESMP |
3.80 |
17.55 |
20.22 |
25.01 |
| DK |
1.86 |
3.55 |
8.05 |
14.11 |
| LW |
1.88 |
3.73 |
7.26 |
13.00 |
| SS |
1.95 |
3.51 |
6.95 |
12.99 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |