Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
13.10 |
27.14 |
35.37 |
61.57 |
190.14 |
| EWMA |
14.02 |
26.69 |
26.72 |
53.54 |
119.50 |
| RES |
10.00 |
20.94 |
37.12 |
54.94 |
171.17 |
| MP |
15.51 |
24.58 |
37.20 |
61.62 |
190.03 |
| RESMP |
10.21 |
21.36 |
38.55 |
57.11 |
179.70 |
| DK |
8.91 |
21.85 |
23.47 |
44.25 |
152.81 |
| LW |
11.92 |
24.35 |
34.27 |
67.75 |
227.21 |
| SS |
7.69 |
19.57 |
26.78 |
51.18 |
189.69 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |