Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
8.10 |
21.98 |
41.14 |
86.21 |
EWMA |
8.21 |
22.25 |
35.41 |
44.15 |
RES |
10.82 |
24.03 |
34.37 |
52.79 |
MP |
10.64 |
25.67 |
50.35 |
102.85 |
RESMP |
10.95 |
24.19 |
33.37 |
51.04 |
DK |
9.16 |
22.71 |
42.43 |
89.07 |
LW |
10.29 |
24.70 |
45.88 |
91.38 |
SS |
8.90 |
22.84 |
44.68 |
92.02 |
^GSPC |
8.35 |
19.53 |
24.66 |
23.73 |