Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
11.46 |
24.48 |
30.02 |
43.76 |
86.94 |
263.85 |
EWMA |
7.28 |
21.72 |
27.00 |
23.41 |
50.37 |
192.56 |
RES |
7.34 |
22.39 |
24.31 |
23.96 |
50.59 |
194.69 |
MP |
7.79 |
25.18 |
24.86 |
26.67 |
89.29 |
324.40 |
RESMP |
6.63 |
20.76 |
23.49 |
23.57 |
51.01 |
194.01 |
DK |
11.46 |
24.46 |
29.84 |
44.29 |
80.94 |
259.05 |
LW |
11.46 |
24.46 |
29.84 |
44.28 |
81.03 |
259.13 |
SS |
11.46 |
24.46 |
29.84 |
44.27 |
81.18 |
259.26 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |
67.86 |