Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
10.28 |
21.95 |
33.78 |
65.88 |
206.87 |
707.83 |
| EWMA |
12.67 |
25.00 |
22.96 |
48.03 |
143.52 |
537.82 |
| RES |
10.14 |
21.54 |
36.81 |
52.87 |
174.61 |
673.75 |
| MP |
15.44 |
20.87 |
51.85 |
57.60 |
204.17 |
803.76 |
| RESMP |
9.83 |
20.66 |
35.51 |
51.88 |
165.92 |
656.92 |
| DK |
10.40 |
23.13 |
25.36 |
55.08 |
169.70 |
481.20 |
| LW |
10.46 |
20.37 |
33.48 |
50.74 |
169.58 |
576.67 |
| SS |
11.65 |
22.91 |
31.31 |
64.36 |
200.74 |
723.44 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |
64.47 |