Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
9.40 |
35.56 |
38.32 |
62.96 |
141.64 |
257.76 |
| EWMA |
9.30 |
36.02 |
38.46 |
57.62 |
127.88 |
217.88 |
| RES |
6.93 |
29.89 |
28.73 |
46.70 |
105.06 |
219.52 |
| MP |
6.07 |
27.23 |
24.50 |
52.48 |
122.73 |
320.62 |
| RESMP |
6.95 |
29.73 |
28.66 |
46.94 |
104.87 |
219.24 |
| DK |
9.35 |
35.45 |
38.11 |
62.86 |
141.59 |
259.08 |
| LW |
9.35 |
35.44 |
38.11 |
62.85 |
141.57 |
259.10 |
| SS |
9.47 |
35.74 |
38.62 |
63.17 |
141.87 |
255.91 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |
68.14 |