Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
12.77 |
33.62 |
40.60 |
52.76 |
EWMA |
8.09 |
21.77 |
25.04 |
30.54 |
RES |
7.51 |
24.29 |
27.66 |
31.05 |
MP |
10.75 |
30.90 |
35.25 |
58.49 |
RESMP |
7.74 |
24.21 |
27.78 |
30.96 |
DK |
12.77 |
33.60 |
40.58 |
52.71 |
LW |
12.74 |
33.74 |
40.69 |
53.04 |
SS |
12.77 |
33.59 |
40.58 |
52.69 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |