Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
1.39 |
6.39 |
11.55 |
4.28 |
-9.27 |
232.06 |
| EWMA |
3.03 |
10.34 |
11.53 |
10.15 |
-32.08 |
154.93 |
| RES |
-0.08 |
17.69 |
23.11 |
15.38 |
51.35 |
601.87 |
| MP |
-0.47 |
28.93 |
33.52 |
87.24 |
34.45 |
505.90 |
| RESMP |
-0.14 |
17.58 |
21.12 |
19.42 |
52.68 |
558.13 |
| DK |
4.58 |
9.90 |
15.28 |
22.46 |
27.36 |
232.69 |
| LW |
2.95 |
8.21 |
13.39 |
3.53 |
-13.49 |
212.56 |
| SS |
1.61 |
6.40 |
11.50 |
4.10 |
-11.33 |
225.10 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |