Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.25 |
23.32 |
28.83 |
46.72 |
90.67 |
| EWMA |
8.74 |
21.67 |
25.68 |
33.79 |
50.68 |
| RES |
8.57 |
21.65 |
25.76 |
32.35 |
47.48 |
| MP |
11.25 |
23.32 |
28.83 |
46.72 |
90.67 |
| RESMP |
8.63 |
21.71 |
25.83 |
32.57 |
48.41 |
| DK |
11.25 |
23.32 |
28.83 |
46.72 |
90.67 |
| LW |
11.25 |
23.32 |
28.83 |
46.72 |
90.67 |
| SS |
11.25 |
23.32 |
28.83 |
46.72 |
90.67 |
| ^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |