Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
10.48 |
33.40 |
54.24 |
110.05 |
EWMA |
6.74 |
24.11 |
30.00 |
40.60 |
RES |
10.01 |
25.65 |
33.57 |
56.37 |
MP |
7.30 |
26.32 |
46.38 |
101.35 |
RESMP |
9.19 |
25.12 |
33.30 |
57.40 |
DK |
8.19 |
27.67 |
46.75 |
96.77 |
LW |
8.34 |
24.89 |
40.37 |
83.85 |
SS |
12.21 |
34.75 |
55.62 |
107.27 |
^GSPC |
7.46 |
20.72 |
20.30 |
22.12 |