Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
8.21 |
23.76 |
48.40 |
95.97 |
| EWMA |
8.16 |
19.95 |
37.44 |
44.00 |
| RES |
10.46 |
22.58 |
33.96 |
54.72 |
| MP |
9.31 |
21.02 |
44.81 |
98.15 |
| RESMP |
10.24 |
22.03 |
34.17 |
51.86 |
| DK |
8.64 |
21.53 |
42.73 |
87.47 |
| LW |
7.94 |
23.64 |
47.77 |
98.32 |
| SS |
8.85 |
22.72 |
45.39 |
93.32 |
| ^GSPC |
8.59 |
19.00 |
23.31 |
24.18 |