Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
9.30 |
35.66 |
57.15 |
122.52 |
417.65 |
EWMA |
5.73 |
20.81 |
33.06 |
56.06 |
156.90 |
RES |
9.58 |
26.59 |
35.31 |
60.31 |
183.15 |
MP |
9.67 |
36.49 |
50.89 |
109.67 |
490.00 |
RESMP |
8.54 |
25.02 |
34.18 |
57.00 |
172.17 |
DK |
9.57 |
34.35 |
51.43 |
109.52 |
398.12 |
LW |
8.07 |
35.19 |
56.71 |
122.18 |
432.39 |
SS |
8.80 |
35.00 |
53.08 |
112.54 |
402.49 |
^GSPC |
7.46 |
20.72 |
20.30 |
22.12 |
17.17 |