Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
2.99 |
5.29 |
11.22 |
23.38 |
67.68 |
118.29 |
EWMA |
8.75 |
22.05 |
25.43 |
32.35 |
49.91 |
174.19 |
RES |
6.66 |
17.79 |
21.29 |
21.82 |
41.09 |
212.23 |
MP |
7.09 |
13.08 |
18.03 |
38.01 |
115.70 |
329.74 |
RESMP |
7.22 |
19.20 |
23.20 |
23.15 |
38.61 |
196.89 |
DK |
3.09 |
5.45 |
11.17 |
21.80 |
65.42 |
116.96 |
LW |
2.98 |
5.29 |
11.21 |
23.35 |
67.62 |
118.11 |
SS |
3.21 |
5.79 |
11.67 |
23.57 |
65.06 |
113.44 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |
68.05 |