Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
9.81 |
24.81 |
30.58 |
31.91 |
| EWMA |
6.16 |
20.37 |
26.27 |
35.28 |
| RES |
6.89 |
25.60 |
26.14 |
33.24 |
| MP |
-2.07 |
7.70 |
11.64 |
31.79 |
| RESMP |
6.88 |
25.59 |
26.39 |
33.42 |
| DK |
9.64 |
24.36 |
29.51 |
43.73 |
| LW |
10.14 |
24.93 |
29.54 |
39.43 |
| SS |
9.69 |
24.46 |
29.43 |
35.59 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |