Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-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 |