Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
7.47 |
22.02 |
22.32 |
31.33 |
68.90 |
EWMA |
7.23 |
21.84 |
22.67 |
26.04 |
55.08 |
RES |
7.83 |
27.37 |
25.07 |
35.90 |
114.76 |
MP |
5.16 |
18.50 |
17.71 |
35.13 |
80.32 |
RESMP |
7.43 |
26.34 |
23.93 |
35.57 |
115.15 |
DK |
8.12 |
22.70 |
22.85 |
34.05 |
74.15 |
LW |
7.63 |
22.58 |
22.76 |
29.67 |
75.21 |
SS |
7.75 |
22.39 |
22.75 |
31.09 |
67.98 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |