Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
13.86 |
27.10 |
34.99 |
52.01 |
EWMA |
7.96 |
23.23 |
27.04 |
27.55 |
RES |
7.91 |
23.63 |
25.89 |
24.83 |
MP |
18.65 |
32.15 |
46.25 |
75.39 |
RESMP |
7.72 |
23.43 |
25.59 |
24.62 |
DK |
13.92 |
27.69 |
35.69 |
52.50 |
LW |
15.29 |
31.04 |
40.91 |
59.88 |
SS |
14.82 |
29.25 |
38.49 |
57.18 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |