Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
MINVAR |
2.89 |
5.20 |
11.18 |
22.75 |
67.34 |
118.63 |
EWMA |
8.58 |
20.33 |
21.97 |
35.44 |
56.85 |
201.72 |
RES |
5.35 |
9.69 |
15.47 |
28.46 |
78.05 |
177.34 |
MP |
2.29 |
4.15 |
11.08 |
28.91 |
72.47 |
113.74 |
RESMP |
5.31 |
9.48 |
15.55 |
29.58 |
82.96 |
183.26 |
DK |
4.25 |
7.37 |
15.70 |
33.54 |
103.91 |
184.70 |
LW |
2.89 |
5.21 |
11.18 |
22.76 |
67.40 |
118.71 |
SS |
2.89 |
5.20 |
11.17 |
22.75 |
67.33 |
118.61 |
^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |
70.00 |