Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
10.35 |
24.79 |
30.87 |
44.52 |
| EWMA |
12.62 |
28.12 |
36.69 |
61.77 |
| RES |
9.46 |
26.48 |
26.25 |
40.00 |
| MP |
18.24 |
36.07 |
39.24 |
63.42 |
| RESMP |
9.44 |
26.96 |
26.14 |
42.36 |
| DK |
11.82 |
25.92 |
33.57 |
49.33 |
| LW |
10.96 |
25.04 |
32.17 |
46.26 |
| SS |
10.82 |
25.24 |
31.73 |
45.13 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |