Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
1.40 |
6.03 |
11.25 |
4.60 |
3.96 |
EWMA |
3.13 |
10.44 |
11.16 |
11.25 |
-21.66 |
RES |
0.08 |
18.00 |
23.95 |
17.14 |
91.09 |
MP |
1.67 |
35.01 |
44.83 |
106.51 |
94.58 |
RESMP |
1.31 |
22.54 |
29.73 |
21.74 |
86.14 |
DK |
4.58 |
9.90 |
15.53 |
22.77 |
48.03 |
LW |
2.93 |
7.86 |
13.42 |
5.42 |
5.06 |
SS |
1.60 |
6.76 |
11.88 |
4.48 |
4.13 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |