Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
1.81 |
3.36 |
6.85 |
13.36 |
36.46 |
| EWMA |
2.22 |
3.54 |
7.13 |
13.55 |
35.26 |
| RES |
6.59 |
17.08 |
21.09 |
25.60 |
65.14 |
| MP |
1.95 |
3.37 |
10.70 |
27.80 |
47.43 |
| RESMP |
5.33 |
19.71 |
21.18 |
22.77 |
60.04 |
| DK |
1.86 |
3.46 |
7.14 |
13.56 |
40.87 |
| LW |
1.66 |
2.96 |
6.30 |
12.49 |
36.15 |
| SS |
1.28 |
2.57 |
5.85 |
11.95 |
35.04 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |