Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
2.92 |
5.27 |
11.16 |
22.85 |
67.84 |
118.81 |
EWMA |
8.19 |
20.37 |
23.79 |
30.80 |
47.29 |
173.58 |
RES |
7.62 |
18.88 |
23.19 |
25.62 |
43.78 |
191.52 |
MP |
2.45 |
5.69 |
11.88 |
22.08 |
68.83 |
209.60 |
RESMP |
7.85 |
20.30 |
23.92 |
24.69 |
36.81 |
176.19 |
DK |
2.92 |
5.28 |
11.16 |
22.86 |
67.86 |
118.85 |
LW |
2.92 |
5.27 |
11.15 |
22.83 |
67.78 |
118.66 |
SS |
2.92 |
5.27 |
11.16 |
22.87 |
67.88 |
118.87 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |
67.86 |