Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
1.77 |
3.41 |
6.87 |
12.51 |
| EWMA |
2.17 |
4.06 |
7.28 |
13.00 |
| RES |
6.95 |
21.35 |
24.34 |
31.11 |
| MP |
7.16 |
12.39 |
19.08 |
35.91 |
| RESMP |
7.53 |
22.75 |
26.18 |
33.44 |
| DK |
1.82 |
3.50 |
7.05 |
12.70 |
| LW |
3.12 |
4.72 |
8.13 |
13.83 |
| SS |
1.56 |
3.15 |
6.55 |
12.25 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |