Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
10.36 |
23.45 |
20.39 |
47.54 |
122.68 |
708.96 |
| EWMA |
9.51 |
23.63 |
25.83 |
33.01 |
74.86 |
253.58 |
| RES |
9.88 |
23.63 |
24.10 |
32.27 |
72.49 |
248.06 |
| MP |
9.61 |
24.61 |
13.68 |
45.69 |
133.99 |
844.40 |
| RESMP |
9.49 |
24.58 |
23.40 |
33.34 |
72.60 |
241.45 |
| DK |
10.14 |
23.29 |
19.50 |
47.41 |
124.22 |
748.75 |
| LW |
10.02 |
22.90 |
18.49 |
46.60 |
124.05 |
675.92 |
| SS |
10.35 |
23.03 |
18.65 |
47.91 |
124.96 |
616.32 |
| ^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |
67.86 |