Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
2.56 |
4.53 |
10.22 |
22.86 |
62.81 |
EWMA |
8.75 |
22.05 |
25.43 |
32.36 |
49.91 |
RES |
6.57 |
17.67 |
21.10 |
21.32 |
39.95 |
MP |
3.38 |
5.24 |
13.02 |
30.89 |
91.00 |
RESMP |
7.37 |
18.81 |
21.56 |
23.93 |
40.68 |
DK |
2.56 |
4.54 |
10.22 |
22.87 |
62.85 |
LW |
2.56 |
4.55 |
10.23 |
22.84 |
62.86 |
SS |
2.56 |
4.54 |
10.22 |
22.87 |
62.88 |
^GSPC |
7.63 |
18.78 |
19.72 |
21.65 |
15.52 |