Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
11.26 |
38.53 |
44.37 |
64.41 |
EWMA |
7.30 |
30.24 |
34.62 |
43.98 |
RES |
5.68 |
27.73 |
27.63 |
32.61 |
MP |
9.56 |
35.04 |
38.13 |
62.43 |
RESMP |
6.82 |
29.26 |
29.16 |
35.81 |
DK |
11.26 |
38.52 |
44.37 |
64.40 |
LW |
11.26 |
38.55 |
44.39 |
64.47 |
SS |
11.26 |
38.52 |
44.37 |
64.40 |
^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |