Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
-0.92 |
8.02 |
10.03 |
-3.70 |
11.80 |
280.64 |
| EWMA |
2.18 |
14.55 |
9.22 |
13.64 |
20.47 |
324.22 |
| RES |
-0.99 |
15.49 |
18.80 |
13.92 |
55.56 |
612.17 |
| MP |
-8.53 |
1.13 |
9.00 |
26.11 |
355.82 |
1851.65 |
| RESMP |
-1.45 |
15.45 |
19.34 |
13.82 |
70.53 |
695.56 |
| DK |
5.61 |
15.64 |
15.26 |
20.22 |
55.71 |
251.68 |
| LW |
-0.34 |
8.65 |
10.32 |
-4.44 |
7.95 |
269.29 |
| SS |
-1.17 |
7.87 |
10.07 |
-3.53 |
10.62 |
269.72 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |