Portfolio performance
Portfolio3-month6-month1-year2-year5-year10-year
MINVAR
13.10
30.60
34.28
34.14
36.73
111.99
EWMA
12.40
31.12
34.82
55.42
80.24
167.07
RES
6.32
32.31
28.89
46.19
109.97
208.79
MP
8.24
24.60
26.82
49.06
103.71
147.28
RESMP
7.37
33.46
30.52
48.44
119.39
222.92
DK
10.32
29.06
31.85
50.64
98.78
166.55
LW
13.09
30.60
36.24
51.90
72.41
168.46
SS
10.27
27.33
30.05
32.58
48.73
142.81
^GSPC
6.60
19.75
19.34
21.15
16.23
63.68