Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
13.49 |
31.06 |
36.16 |
41.21 |
| EWMA |
10.16 |
27.38 |
32.23 |
51.86 |
| RES |
5.41 |
30.60 |
29.07 |
41.41 |
| MP |
8.24 |
25.33 |
26.40 |
48.10 |
| RESMP |
5.47 |
30.14 |
28.71 |
41.31 |
| DK |
12.24 |
33.03 |
37.99 |
47.51 |
| LW |
13.42 |
30.97 |
36.63 |
48.67 |
| SS |
12.60 |
30.03 |
34.75 |
40.04 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |