Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
11.29 |
25.53 |
29.62 |
43.57 |
107.62 |
277.76 |
| EWMA |
9.52 |
24.15 |
26.76 |
39.55 |
104.46 |
245.15 |
| RES |
5.06 |
17.78 |
18.89 |
32.73 |
91.22 |
258.97 |
| MP |
-22.53 |
-30.04 |
-23.32 |
-34.38 |
-3.96 |
178.04 |
| RESMP |
4.84 |
17.14 |
17.68 |
30.60 |
90.85 |
256.16 |
| DK |
11.29 |
25.53 |
29.62 |
43.56 |
107.67 |
277.76 |
| LW |
11.11 |
25.56 |
29.70 |
42.63 |
116.47 |
277.76 |
| SS |
11.28 |
25.54 |
29.63 |
43.49 |
108.43 |
277.84 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |
70.00 |