Portfolio performance

Portfolio	3-month	6-month	1-year	2-year	5-year
MINVAR	0.02	0.03	0.09	0.09	7.04
EWMA	0.14	0.30	0.26	0.24	4.43
RES	1.13	7.32	7.96	7.40	53.18
MP	0.09	2.94	3.81	4.75	15.60
RESMP	2.51	11.45	12.75	18.97	67.71
DK	0.11	0.20	0.35	0.33	2.83
LW	-0.07	-0.59	-0.56	-0.49	3.55
SS	-0.06	-0.20	0.07	-0.07	2.45
^GSPC	6.60	19.75	19.34	21.15	16.23