Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
11.26 |
23.29 |
28.71 |
46.55 |
89.32 |
223.03 |
| EWMA |
8.74 |
21.67 |
25.68 |
33.79 |
50.68 |
164.85 |
| RES |
8.60 |
21.69 |
25.81 |
32.41 |
47.66 |
181.14 |
| MP |
8.84 |
21.78 |
27.27 |
36.46 |
61.91 |
278.37 |
| RESMP |
8.28 |
21.34 |
25.56 |
31.22 |
46.00 |
178.19 |
| DK |
11.26 |
23.29 |
28.71 |
46.55 |
89.28 |
223.02 |
| LW |
11.25 |
23.30 |
28.74 |
46.59 |
89.64 |
223.11 |
| SS |
11.26 |
23.28 |
28.68 |
46.51 |
88.97 |
222.94 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |
68.05 |