Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
13.54 |
34.70 |
35.18 |
44.37 |
125.21 |
EWMA |
8.20 |
25.02 |
31.03 |
43.34 |
107.04 |
RES |
1.43 |
17.07 |
24.87 |
15.33 |
54.55 |
MP |
9.81 |
35.89 |
43.58 |
58.95 |
136.57 |
RESMP |
2.27 |
18.82 |
27.28 |
18.33 |
60.97 |
DK |
13.54 |
34.70 |
35.18 |
44.39 |
125.25 |
LW |
13.58 |
34.62 |
34.79 |
43.74 |
124.27 |
SS |
13.53 |
34.64 |
34.93 |
43.97 |
124.64 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |