Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.97 |
27.00 |
31.81 |
46.12 |
121.98 |
| EWMA |
8.18 |
23.10 |
23.57 |
27.95 |
69.48 |
| RES |
7.87 |
24.15 |
21.02 |
35.57 |
88.18 |
| MP |
11.66 |
26.13 |
26.77 |
54.38 |
124.41 |
| RESMP |
7.86 |
24.87 |
22.32 |
38.23 |
92.17 |
| DK |
12.65 |
28.15 |
33.38 |
49.29 |
119.69 |
| LW |
12.25 |
27.64 |
32.65 |
47.45 |
122.61 |
| SS |
12.07 |
27.33 |
32.21 |
46.67 |
122.08 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |