Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
10.62 |
27.74 |
31.60 |
32.12 |
27.66 |
EWMA |
7.98 |
26.02 |
29.84 |
49.23 |
68.23 |
RES |
5.54 |
31.06 |
26.00 |
40.71 |
104.72 |
MP |
8.24 |
31.29 |
33.93 |
53.47 |
104.16 |
RESMP |
4.38 |
29.89 |
24.31 |
40.14 |
104.52 |
DK |
10.83 |
29.97 |
33.31 |
49.91 |
82.35 |
LW |
12.06 |
29.40 |
35.00 |
53.56 |
70.43 |
SS |
12.35 |
29.74 |
32.86 |
35.46 |
48.54 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |