Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
1.51 |
2.92 |
6.38 |
12.00 |
| EWMA |
1.70 |
3.10 |
6.45 |
12.40 |
| RES |
7.59 |
19.31 |
23.40 |
38.25 |
| MP |
2.48 |
3.59 |
9.28 |
24.39 |
| RESMP |
7.59 |
21.61 |
24.37 |
37.85 |
| DK |
1.53 |
2.99 |
6.41 |
12.04 |
| LW |
1.50 |
2.79 |
6.30 |
11.74 |
| SS |
1.51 |
2.87 |
6.30 |
11.99 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |