Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
11.39 |
24.54 |
16.85 |
49.74 |
134.57 |
692.82 |
| EWMA |
8.56 |
23.19 |
26.07 |
37.91 |
86.02 |
298.17 |
| RES |
9.54 |
23.49 |
28.81 |
48.33 |
107.60 |
318.85 |
| MP |
10.01 |
25.06 |
13.24 |
48.06 |
134.66 |
872.64 |
| RESMP |
9.92 |
23.43 |
28.74 |
49.26 |
106.89 |
320.42 |
| DK |
10.58 |
23.57 |
16.89 |
48.93 |
127.03 |
679.74 |
| LW |
11.34 |
24.55 |
16.76 |
49.68 |
134.55 |
697.30 |
| SS |
10.59 |
23.56 |
16.93 |
48.95 |
127.00 |
678.21 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |
70.00 |