Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year |
MINVAR |
3.19 |
5.51 |
12.33 |
29.06 |
EWMA |
8.19 |
20.37 |
23.79 |
30.80 |
RES |
7.73 |
19.22 |
23.54 |
25.71 |
MP |
6.61 |
12.59 |
20.75 |
35.47 |
RESMP |
7.00 |
18.62 |
23.51 |
24.89 |
DK |
3.44 |
6.23 |
13.24 |
29.84 |
LW |
3.11 |
5.31 |
12.14 |
29.00 |
SS |
3.12 |
5.32 |
12.16 |
29.02 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |