Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
13.47 |
31.04 |
36.65 |
42.74 |
EWMA |
9.05 |
25.98 |
31.35 |
41.58 |
RES |
7.17 |
27.69 |
29.10 |
39.94 |
MP |
8.24 |
25.15 |
23.92 |
47.77 |
RESMP |
7.52 |
28.49 |
29.72 |
41.56 |
DK |
11.78 |
29.69 |
35.22 |
41.63 |
LW |
12.46 |
29.87 |
35.48 |
42.46 |
SS |
13.35 |
30.89 |
36.46 |
42.55 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |