Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
12.32 |
25.65 |
32.01 |
46.28 |
88.36 |
277.39 |
| EWMA |
12.43 |
25.34 |
31.97 |
61.63 |
100.27 |
250.62 |
| RES |
9.29 |
25.14 |
32.27 |
48.18 |
112.32 |
292.84 |
| MP |
8.32 |
22.85 |
21.00 |
44.63 |
95.59 |
245.60 |
| RESMP |
9.89 |
25.33 |
34.37 |
55.17 |
135.56 |
327.60 |
| DK |
12.39 |
25.82 |
34.12 |
49.36 |
111.19 |
301.41 |
| LW |
12.23 |
24.87 |
32.56 |
47.33 |
93.28 |
284.11 |
| SS |
12.34 |
25.72 |
31.96 |
49.25 |
98.81 |
294.44 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |