Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
7.52 |
20.81 |
33.74 |
60.39 |
193.64 |
| EWMA |
12.92 |
25.09 |
25.68 |
59.65 |
157.70 |
| RES |
10.28 |
22.00 |
38.66 |
58.20 |
178.38 |
| MP |
14.30 |
26.35 |
38.74 |
51.94 |
187.63 |
| RESMP |
10.52 |
22.33 |
38.91 |
56.95 |
180.33 |
| DK |
8.69 |
19.22 |
19.26 |
52.08 |
154.75 |
| LW |
9.64 |
21.88 |
34.97 |
65.87 |
192.24 |
| SS |
8.96 |
21.99 |
30.12 |
57.95 |
203.36 |
| ^GSPC |
9.30 |
16.54 |
25.85 |
23.17 |
17.27 |