Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.36 |
25.94 |
38.67 |
83.24 |
288.08 |
1782.16 |
| EWMA |
7.68 |
25.17 |
33.07 |
48.49 |
138.57 |
530.84 |
| RES |
10.15 |
25.43 |
32.15 |
53.71 |
164.52 |
595.71 |
| MP |
6.48 |
22.37 |
33.73 |
67.00 |
282.69 |
2169.34 |
| RESMP |
10.06 |
25.10 |
32.57 |
54.59 |
165.06 |
582.49 |
| DK |
9.71 |
28.15 |
42.74 |
90.69 |
317.45 |
2190.55 |
| LW |
8.61 |
27.44 |
40.47 |
90.45 |
307.68 |
2568.24 |
| SS |
9.33 |
23.37 |
29.90 |
66.48 |
234.03 |
1706.58 |
| ^GSPC |
7.39 |
20.14 |
20.72 |
22.89 |
18.74 |
65.40 |