Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
9.29 |
22.82 |
42.05 |
85.47 |
328.64 |
EWMA |
9.08 |
23.27 |
36.83 |
47.41 |
131.97 |
RES |
10.58 |
23.90 |
34.38 |
52.33 |
160.78 |
MP |
11.38 |
27.76 |
39.03 |
76.83 |
409.07 |
RESMP |
10.83 |
23.86 |
33.51 |
51.86 |
160.93 |
DK |
10.07 |
25.15 |
41.77 |
84.34 |
292.48 |
LW |
9.93 |
25.00 |
43.27 |
85.84 |
310.61 |
SS |
10.15 |
24.75 |
42.68 |
86.42 |
316.31 |
^GSPC |
8.35 |
19.53 |
24.66 |
23.73 |
19.26 |