Portfolio performance
Portfolio3-month6-month1-year2-year5-year10-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