Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
8.31 |
19.58 |
32.54 |
55.21 |
159.32 |
458.42 |
EWMA |
10.28 |
20.97 |
23.50 |
53.27 |
142.04 |
414.07 |
RES |
10.79 |
21.28 |
34.69 |
49.79 |
156.32 |
567.62 |
MP |
11.51 |
18.88 |
28.58 |
52.97 |
197.18 |
823.13 |
RESMP |
10.59 |
21.42 |
34.73 |
49.81 |
159.20 |
606.52 |
DK |
8.25 |
17.61 |
26.30 |
47.44 |
140.50 |
389.56 |
LW |
9.36 |
18.55 |
30.49 |
56.19 |
136.35 |
396.81 |
SS |
8.87 |
19.76 |
31.71 |
59.09 |
173.05 |
476.14 |
^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |
64.47 |