Portfolio performance
Portfolio3-month6-month1-year2-year5-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