Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-16.32 |
-0.91 |
20.98 |
15.81 |
55.01 |
6339.51 |
| EWMA |
9.11 |
24.41 |
39.57 |
64.14 |
108.56 |
309.20 |
| RES |
-12.72 |
-2.85 |
6.42 |
3.42 |
78.74 |
1159.78 |
| MP |
-15.15 |
0.63 |
22.80 |
19.91 |
62.19 |
5928.12 |
| RESMP |
-13.76 |
-4.68 |
5.05 |
1.41 |
70.70 |
989.53 |
| DK |
-16.32 |
-0.91 |
20.98 |
15.81 |
55.01 |
6339.51 |
| LW |
-16.32 |
-0.91 |
20.98 |
15.81 |
55.01 |
6339.51 |
| SS |
-16.32 |
-0.91 |
20.98 |
15.81 |
55.01 |
6339.51 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |
68.14 |