Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
-26.75 |
-38.56 |
-10.32 |
-7.76 |
82.29 |
| EWMA |
-20.41 |
-31.87 |
-4.33 |
-0.89 |
88.29 |
| RES |
-27.38 |
-37.15 |
-24.32 |
-29.66 |
25.62 |
| MP |
-25.76 |
-31.51 |
-26.03 |
-20.76 |
158.43 |
| RESMP |
-26.79 |
-37.14 |
-22.20 |
-27.19 |
32.54 |
| DK |
-26.75 |
-38.56 |
-10.32 |
-7.76 |
82.29 |
| LW |
-26.75 |
-38.56 |
-10.32 |
-7.76 |
82.29 |
| SS |
-26.75 |
-38.56 |
-10.32 |
-7.76 |
82.29 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |