Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
9.44 |
22.93 |
41.49 |
81.16 |
296.83 |
2147.68 |
EWMA |
8.50 |
22.61 |
35.92 |
46.47 |
141.22 |
525.75 |
RES |
10.73 |
24.10 |
34.25 |
52.04 |
159.00 |
584.26 |
MP |
3.72 |
14.79 |
33.48 |
56.68 |
257.63 |
3571.95 |
RESMP |
10.49 |
24.15 |
33.44 |
49.89 |
157.83 |
581.35 |
DK |
9.41 |
23.59 |
40.75 |
79.46 |
282.28 |
1979.60 |
LW |
8.91 |
23.93 |
41.19 |
79.52 |
285.17 |
1988.88 |
SS |
10.22 |
25.05 |
41.54 |
81.56 |
274.30 |
1678.60 |
^GSPC |
8.35 |
19.53 |
24.66 |
23.73 |
19.26 |
68.43 |