Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
1.76 |
3.30 |
6.86 |
13.05 |
36.08 |
| EWMA |
2.12 |
3.77 |
7.23 |
12.95 |
35.86 |
| RES |
5.84 |
14.44 |
18.59 |
24.54 |
63.92 |
| MP |
2.17 |
2.99 |
7.92 |
13.95 |
35.53 |
| RESMP |
6.29 |
14.29 |
16.50 |
18.76 |
39.87 |
| DK |
1.81 |
3.49 |
7.14 |
13.38 |
36.81 |
| LW |
1.73 |
3.05 |
6.30 |
12.51 |
36.57 |
| SS |
1.76 |
3.30 |
6.87 |
13.03 |
36.63 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |