Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
7.83 |
19.58 |
18.15 |
33.48 |
59.47 |
| EWMA |
7.73 |
19.47 |
17.94 |
37.82 |
44.00 |
| RES |
7.53 |
22.62 |
23.69 |
32.83 |
43.20 |
| MP |
7.81 |
19.55 |
18.89 |
34.27 |
15.94 |
| RESMP |
7.40 |
23.27 |
23.75 |
35.58 |
47.73 |
| DK |
7.84 |
19.61 |
18.21 |
33.49 |
39.57 |
| LW |
7.83 |
19.58 |
18.15 |
33.49 |
59.03 |
| SS |
7.83 |
19.59 |
18.16 |
33.46 |
58.32 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |