Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
10.52 |
23.83 |
32.93 |
48.49 |
86.71 |
263.63 |
| EWMA |
12.53 |
26.23 |
33.29 |
54.71 |
102.49 |
229.42 |
| RES |
9.42 |
25.28 |
25.33 |
32.49 |
75.63 |
221.22 |
| MP |
19.67 |
31.48 |
36.19 |
60.87 |
80.10 |
205.02 |
| RESMP |
9.47 |
25.43 |
26.44 |
34.72 |
73.77 |
226.91 |
| DK |
11.54 |
24.27 |
33.33 |
48.57 |
95.72 |
248.97 |
| LW |
10.44 |
23.48 |
33.15 |
47.85 |
86.57 |
261.52 |
| SS |
10.54 |
23.81 |
33.10 |
47.60 |
91.90 |
275.21 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |