Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year |
| MINVAR |
13.03 |
30.52 |
35.66 |
40.82 |
| EWMA |
11.13 |
28.54 |
33.43 |
52.86 |
| RES |
5.51 |
31.10 |
29.74 |
41.46 |
| MP |
8.24 |
25.65 |
26.79 |
54.26 |
| RESMP |
5.33 |
30.08 |
28.61 |
40.12 |
| DK |
12.23 |
32.71 |
37.78 |
46.90 |
| LW |
13.52 |
31.09 |
36.75 |
50.06 |
| SS |
13.46 |
31.02 |
35.86 |
41.27 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |