Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
| EWMA |
7.13 |
20.28 |
20.89 |
26.34 |
10.22 |
| RES |
7.20 |
20.93 |
22.02 |
26.13 |
6.44 |
| MP |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
| RESMP |
6.72 |
18.12 |
17.25 |
26.21 |
21.75 |
| DK |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
| LW |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
| SS |
11.59 |
23.07 |
27.49 |
47.59 |
88.50 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |