Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.01 |
29.57 |
54.64 |
110.35 |
371.21 |
| EWMA |
8.06 |
19.41 |
38.21 |
57.40 |
159.59 |
| RES |
10.23 |
23.36 |
35.72 |
57.22 |
172.52 |
| MP |
10.81 |
34.48 |
60.98 |
128.48 |
548.51 |
| RESMP |
9.77 |
22.79 |
35.48 |
56.64 |
172.40 |
| DK |
8.84 |
30.35 |
60.68 |
130.79 |
424.93 |
| LW |
8.62 |
30.63 |
61.92 |
131.81 |
441.65 |
| SS |
9.11 |
27.95 |
52.28 |
107.12 |
359.04 |
| ^GSPC |
8.59 |
19.00 |
23.31 |
24.18 |
19.13 |