Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
9.74 |
24.32 |
42.32 |
89.45 |
311.44 |
2934.65 |
EWMA |
6.82 |
19.33 |
36.34 |
54.91 |
169.96 |
892.69 |
RES |
10.25 |
23.71 |
35.51 |
56.13 |
179.04 |
742.80 |
MP |
11.05 |
22.93 |
34.24 |
70.50 |
257.26 |
2783.30 |
RESMP |
10.47 |
23.40 |
33.95 |
57.46 |
188.42 |
709.10 |
DK |
10.21 |
25.30 |
41.50 |
82.69 |
287.59 |
2012.15 |
LW |
9.75 |
24.45 |
43.03 |
90.18 |
315.12 |
2925.55 |
SS |
10.10 |
24.41 |
42.32 |
87.29 |
307.62 |
3020.76 |
^GSPC |
8.59 |
19.00 |
23.31 |
24.18 |
19.13 |
69.10 |