Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
9.37 |
23.79 |
28.67 |
37.51 |
81.40 |
EWMA |
8.28 |
24.02 |
29.45 |
36.48 |
73.03 |
RES |
7.86 |
27.84 |
25.93 |
36.48 |
119.67 |
MP |
6.48 |
18.06 |
20.49 |
34.58 |
159.83 |
RESMP |
7.92 |
27.83 |
24.63 |
34.30 |
110.43 |
DK |
9.52 |
27.50 |
32.46 |
44.27 |
92.57 |
LW |
9.72 |
24.27 |
27.93 |
39.69 |
79.41 |
SS |
9.31 |
26.90 |
31.33 |
41.82 |
86.76 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |