Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
10.25 |
39.58 |
41.67 |
67.50 |
141.67 |
| EWMA |
6.69 |
31.66 |
27.90 |
49.06 |
107.59 |
| RES |
5.25 |
28.06 |
21.82 |
42.35 |
94.84 |
| MP |
8.14 |
33.16 |
31.00 |
62.27 |
136.32 |
| RESMP |
5.78 |
28.91 |
23.38 |
46.08 |
102.34 |
| DK |
10.61 |
40.61 |
43.46 |
68.12 |
141.42 |
| LW |
10.34 |
39.83 |
42.11 |
67.66 |
141.64 |
| SS |
10.23 |
39.52 |
41.57 |
67.46 |
141.67 |
| ^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |