Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
9.11 |
25.57 |
43.52 |
89.70 |
316.32 |
| EWMA |
8.04 |
24.79 |
32.57 |
48.70 |
139.65 |
| RES |
10.22 |
25.45 |
32.34 |
54.03 |
165.95 |
| MP |
6.04 |
22.74 |
39.49 |
87.10 |
453.13 |
| RESMP |
10.01 |
25.44 |
32.86 |
54.01 |
165.01 |
| DK |
9.73 |
26.69 |
39.30 |
81.29 |
312.34 |
| LW |
9.40 |
26.65 |
44.12 |
92.22 |
324.83 |
| SS |
10.87 |
28.90 |
43.09 |
88.22 |
338.80 |
| ^GSPC |
7.39 |
20.14 |
20.72 |
22.89 |
18.74 |