Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
11.31 |
25.43 |
31.15 |
41.31 |
118.43 |
EWMA |
10.31 |
25.30 |
32.07 |
34.50 |
72.15 |
RES |
8.23 |
25.07 |
23.98 |
34.72 |
87.75 |
MP |
9.49 |
28.53 |
30.86 |
57.79 |
129.77 |
RESMP |
8.30 |
24.80 |
23.12 |
32.77 |
82.99 |
DK |
11.65 |
25.39 |
31.49 |
42.59 |
120.10 |
LW |
11.67 |
25.43 |
31.42 |
42.98 |
114.55 |
SS |
12.68 |
26.62 |
33.89 |
48.10 |
112.93 |
^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |