Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.00 |
38.72 |
55.68 |
64.79 |
121.96 |
| EWMA |
-0.22 |
15.04 |
32.35 |
44.00 |
99.98 |
| RES |
-12.96 |
-3.96 |
2.22 |
-4.73 |
64.94 |
| MP |
10.74 |
38.56 |
55.29 |
62.79 |
117.96 |
| RESMP |
-12.86 |
-4.63 |
0.65 |
-6.96 |
61.79 |
| DK |
11.00 |
38.72 |
55.69 |
64.83 |
122.05 |
| LW |
10.80 |
38.53 |
55.15 |
62.49 |
117.22 |
| SS |
11.03 |
38.75 |
55.77 |
65.18 |
122.77 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |