Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
6.20 |
15.16 |
32.12 |
55.14 |
EWMA |
8.68 |
19.19 |
29.20 |
57.30 |
RES |
10.04 |
20.69 |
34.99 |
55.15 |
MP |
12.03 |
18.78 |
35.16 |
61.13 |
RESMP |
10.08 |
20.15 |
36.30 |
57.62 |
DK |
6.47 |
15.41 |
24.77 |
43.62 |
LW |
8.95 |
18.85 |
34.28 |
59.98 |
SS |
7.22 |
13.74 |
25.59 |
46.96 |
^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |