Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
2.93 |
5.26 |
11.16 |
23.34 |
67.80 |
118.51 |
EWMA |
8.91 |
21.06 |
24.36 |
34.59 |
57.33 |
197.90 |
RES |
6.00 |
11.07 |
17.00 |
29.47 |
82.20 |
197.88 |
MP |
4.94 |
8.03 |
16.68 |
35.43 |
117.53 |
224.38 |
RESMP |
11.20 |
25.31 |
25.52 |
18.08 |
15.23 |
182.32 |
DK |
2.93 |
5.26 |
11.17 |
23.35 |
67.82 |
118.55 |
LW |
2.93 |
5.26 |
11.15 |
23.31 |
67.73 |
118.33 |
SS |
2.42 |
4.40 |
10.08 |
21.83 |
62.36 |
105.17 |
^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |
68.14 |