Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.22 |
29.41 |
35.84 |
76.11 |
268.25 |
2560.95 |
| EWMA |
7.94 |
24.84 |
34.14 |
58.97 |
173.99 |
633.95 |
| RES |
9.54 |
27.27 |
35.36 |
58.75 |
183.70 |
749.87 |
| MP |
3.87 |
23.87 |
34.27 |
66.52 |
248.50 |
3833.17 |
| RESMP |
9.90 |
27.85 |
35.78 |
59.11 |
193.50 |
719.83 |
| DK |
8.85 |
32.02 |
42.92 |
89.88 |
313.89 |
2550.31 |
| LW |
8.43 |
33.12 |
47.09 |
100.70 |
349.63 |
3103.37 |
| SS |
8.37 |
30.69 |
40.64 |
86.32 |
306.95 |
2692.23 |
| ^GSPC |
7.46 |
20.72 |
20.30 |
22.12 |
17.17 |
65.00 |