Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
13.53 |
31.10 |
36.71 |
42.79 |
EWMA |
9.29 |
26.23 |
31.59 |
42.35 |
RES |
6.96 |
26.75 |
27.43 |
38.39 |
MP |
6.76 |
28.22 |
24.76 |
32.80 |
RESMP |
6.81 |
26.17 |
26.84 |
38.38 |
DK |
11.92 |
29.76 |
35.30 |
41.76 |
LW |
13.57 |
31.15 |
36.82 |
43.58 |
SS |
13.29 |
30.83 |
36.38 |
42.45 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |