Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.48 |
28.55 |
36.62 |
11.31 |
13.91 |
138.30 |
| EWMA |
-12.20 |
-0.36 |
0.05 |
-4.77 |
1.16 |
95.80 |
| RES |
5.54 |
22.12 |
23.19 |
33.33 |
96.26 |
234.67 |
| MP |
-4.72 |
-3.19 |
-1.51 |
12.08 |
172.29 |
498.74 |
| RESMP |
5.65 |
22.27 |
24.67 |
37.03 |
98.92 |
242.73 |
| DK |
8.73 |
26.27 |
30.68 |
43.45 |
82.76 |
239.60 |
| LW |
10.13 |
30.23 |
36.30 |
29.46 |
27.07 |
161.87 |
| SS |
8.20 |
26.04 |
33.59 |
7.86 |
6.11 |
126.44 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |