Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
8.99 |
18.06 |
33.22 |
61.89 |
177.70 |
| EWMA |
12.20 |
23.28 |
29.97 |
69.67 |
168.32 |
| RES |
11.13 |
22.65 |
36.95 |
53.20 |
159.97 |
| MP |
10.58 |
16.92 |
38.03 |
65.12 |
206.20 |
| RESMP |
11.15 |
22.61 |
35.93 |
50.73 |
155.26 |
| DK |
9.94 |
19.58 |
29.38 |
48.83 |
133.69 |
| LW |
8.82 |
19.84 |
31.97 |
54.90 |
129.19 |
| SS |
8.78 |
17.67 |
26.95 |
51.93 |
125.10 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |