Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
2.76 |
4.76 |
11.28 |
28.38 |
EWMA |
8.83 |
22.08 |
25.42 |
33.14 |
RES |
6.84 |
18.18 |
21.70 |
22.21 |
MP |
5.80 |
10.71 |
18.09 |
33.65 |
RESMP |
6.87 |
18.88 |
22.33 |
20.09 |
DK |
2.77 |
4.77 |
11.28 |
28.39 |
LW |
2.81 |
4.88 |
11.39 |
28.48 |
SS |
2.87 |
4.98 |
11.48 |
28.49 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |