Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
1.49 |
2.89 |
6.33 |
11.76 |
| EWMA |
1.66 |
2.98 |
7.76 |
12.99 |
| RES |
6.11 |
15.85 |
19.29 |
32.14 |
| MP |
2.49 |
3.38 |
9.22 |
15.24 |
| RESMP |
6.67 |
19.18 |
23.79 |
36.35 |
| DK |
1.51 |
2.98 |
6.44 |
11.62 |
| LW |
1.48 |
2.87 |
6.28 |
11.66 |
| SS |
1.49 |
2.85 |
6.28 |
11.84 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |