Portfolio performance
Portfolio3-month6-month1-year2-year
MINVAR
9.45
18.35
28.85
51.03
EWMA
10.37
21.07
27.53
59.35
RES
11.02
22.57
36.39
55.71
MP
11.83
19.43
26.00
41.16
RESMP
11.29
22.46
36.64
55.55
DK
9.72
20.31
30.97
57.64
LW
10.16
21.19
33.33
57.92
SS
10.59
19.64
27.84
56.32
^GSPC
9.30
16.54
25.85
23.17