Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
1.81 |
3.10 |
6.48 |
12.77 |
36.25 |
65.68 |
| EWMA |
2.25 |
3.55 |
6.72 |
12.65 |
37.27 |
67.16 |
| RES |
5.56 |
10.76 |
17.02 |
30.99 |
84.32 |
205.81 |
| MP |
2.01 |
2.84 |
10.85 |
26.37 |
52.67 |
124.36 |
| RESMP |
9.45 |
20.40 |
24.30 |
38.27 |
25.38 |
96.88 |
| DK |
1.87 |
3.13 |
6.78 |
13.04 |
37.18 |
65.62 |
| LW |
1.79 |
3.10 |
6.68 |
13.09 |
36.83 |
66.38 |
| SS |
1.82 |
3.11 |
6.37 |
13.01 |
35.60 |
65.00 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |