Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
7.99 |
22.68 |
23.52 |
29.16 |
| EWMA |
5.65 |
20.14 |
21.42 |
28.16 |
| RES |
6.76 |
25.03 |
25.53 |
32.12 |
| MP |
-3.30 |
8.25 |
9.48 |
29.12 |
| RESMP |
6.75 |
24.70 |
25.13 |
31.84 |
| DK |
8.67 |
23.28 |
23.79 |
37.72 |
| LW |
8.05 |
22.70 |
23.93 |
35.15 |
| SS |
7.40 |
22.32 |
23.24 |
29.52 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |