Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
11.89 |
32.83 |
33.41 |
45.28 |
124.75 |
EWMA |
9.37 |
25.56 |
27.75 |
37.68 |
104.44 |
RES |
-1.23 |
11.59 |
16.42 |
7.43 |
51.51 |
MP |
9.04 |
32.39 |
37.92 |
55.85 |
136.88 |
RESMP |
-0.95 |
12.88 |
17.71 |
6.93 |
52.17 |
DK |
11.89 |
32.82 |
33.41 |
45.29 |
124.78 |
LW |
11.93 |
32.78 |
32.86 |
44.24 |
123.29 |
SS |
11.90 |
32.78 |
32.94 |
44.40 |
123.58 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |