Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.69 |
23.01 |
26.76 |
42.71 |
82.38 |
174.85 |
| EWMA |
6.97 |
19.96 |
27.47 |
43.51 |
57.99 |
155.00 |
| RES |
7.47 |
25.79 |
28.68 |
29.80 |
5.98 |
38.47 |
| MP |
9.69 |
23.01 |
26.76 |
42.71 |
68.24 |
193.80 |
| RESMP |
7.29 |
25.83 |
28.74 |
27.84 |
-2.47 |
28.59 |
| DK |
6.84 |
18.01 |
21.61 |
36.91 |
80.29 |
207.39 |
| LW |
9.69 |
23.01 |
26.76 |
42.71 |
64.06 |
178.62 |
| SS |
9.69 |
23.01 |
26.76 |
42.71 |
90.42 |
217.84 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |