Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year | 10-year |
| MINVAR |
3.29 |
4.85 |
8.49 |
15.06 |
39.28 |
70.04 |
| EWMA |
2.13 |
3.46 |
6.90 |
12.74 |
34.48 |
64.89 |
| RES |
5.35 |
10.77 |
16.98 |
28.53 |
79.10 |
172.67 |
| MP |
2.14 |
2.93 |
8.54 |
18.48 |
41.38 |
89.24 |
| RESMP |
5.65 |
11.20 |
17.18 |
28.32 |
105.93 |
280.30 |
| DK |
1.82 |
3.51 |
7.16 |
13.49 |
37.39 |
66.34 |
| LW |
1.64 |
3.16 |
6.75 |
13.03 |
36.81 |
66.25 |
| SS |
1.77 |
3.31 |
6.89 |
13.47 |
37.98 |
68.97 |
| ^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |
63.68 |