Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
13.51 |
31.08 |
36.69 |
40.70 |
60.13 |
158.22 |
EWMA |
9.05 |
25.98 |
31.36 |
38.79 |
49.30 |
144.07 |
RES |
7.17 |
27.71 |
29.12 |
32.85 |
51.05 |
150.27 |
MP |
8.24 |
25.15 |
23.40 |
45.16 |
90.25 |
294.93 |
RESMP |
7.10 |
27.45 |
29.10 |
33.37 |
49.88 |
143.64 |
DK |
11.78 |
29.65 |
35.20 |
39.52 |
81.78 |
183.11 |
LW |
13.38 |
30.92 |
36.58 |
41.51 |
63.27 |
161.95 |
SS |
13.04 |
30.54 |
36.09 |
40.09 |
61.88 |
160.77 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |