Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
2.31 |
4.11 |
10.67 |
28.08 |
EWMA |
8.41 |
21.05 |
24.38 |
31.81 |
RES |
8.17 |
18.00 |
23.37 |
33.53 |
MP |
3.51 |
5.82 |
13.53 |
31.30 |
RESMP |
8.93 |
20.49 |
25.74 |
32.43 |
DK |
2.05 |
3.55 |
10.07 |
27.60 |
LW |
2.32 |
4.14 |
10.71 |
28.15 |
SS |
2.25 |
3.98 |
10.53 |
27.95 |
^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |