Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
7.88 |
17.26 |
27.00 |
51.36 |
| EWMA |
11.12 |
21.73 |
27.08 |
55.78 |
| RES |
10.78 |
21.29 |
34.95 |
54.01 |
| MP |
11.32 |
21.51 |
29.60 |
53.49 |
| RESMP |
10.97 |
21.01 |
34.05 |
51.67 |
| DK |
9.33 |
16.39 |
24.42 |
47.85 |
| LW |
8.31 |
18.89 |
32.56 |
61.34 |
| SS |
7.62 |
15.96 |
28.63 |
57.47 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |