Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
9.06 |
35.93 |
35.57 |
64.71 |
139.78 |
261.73 |
EWMA |
9.41 |
37.09 |
37.54 |
65.61 |
140.07 |
249.44 |
RES |
6.30 |
29.55 |
25.50 |
48.05 |
102.49 |
223.38 |
MP |
3.99 |
16.03 |
13.90 |
9.82 |
29.57 |
325.68 |
RESMP |
5.73 |
28.25 |
23.48 |
44.62 |
94.54 |
213.47 |
DK |
8.89 |
35.42 |
34.72 |
64.27 |
139.26 |
266.21 |
LW |
9.08 |
36.02 |
35.72 |
64.77 |
139.84 |
260.95 |
SS |
9.08 |
36.01 |
35.70 |
64.77 |
139.86 |
261.09 |
^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |
70.00 |