Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
10.20 |
22.69 |
35.00 |
75.94 |
225.27 |
786.15 |
| EWMA |
13.72 |
26.60 |
25.24 |
58.25 |
162.64 |
560.58 |
| RES |
10.47 |
22.71 |
39.29 |
57.93 |
181.28 |
708.90 |
| MP |
15.65 |
27.70 |
51.84 |
77.74 |
222.82 |
888.90 |
| RESMP |
10.56 |
23.00 |
39.72 |
56.39 |
170.01 |
680.37 |
| DK |
7.62 |
20.11 |
22.83 |
49.24 |
173.81 |
522.45 |
| LW |
11.44 |
23.11 |
26.37 |
57.00 |
178.55 |
598.68 |
| SS |
9.76 |
23.12 |
31.04 |
71.83 |
184.68 |
656.19 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |
64.47 |