Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
8.00 |
16.06 |
34.21 |
57.18 |
| EWMA |
10.94 |
21.17 |
26.36 |
56.29 |
| RES |
10.19 |
21.74 |
36.65 |
57.79 |
| MP |
11.32 |
14.93 |
29.98 |
49.64 |
| RESMP |
10.41 |
21.76 |
37.89 |
60.72 |
| DK |
6.54 |
14.03 |
24.22 |
45.72 |
| LW |
7.71 |
15.50 |
25.60 |
53.91 |
| SS |
8.15 |
16.82 |
30.79 |
55.96 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |