Portfolio performance
| Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
| MINVAR |
2.12 |
3.86 |
9.35 |
21.40 |
58.44 |
| EWMA |
8.71 |
21.09 |
24.36 |
33.45 |
54.73 |
| RES |
7.26 |
15.41 |
19.43 |
25.13 |
60.23 |
| MP |
4.29 |
6.73 |
15.42 |
33.73 |
107.75 |
| RESMP |
10.78 |
24.71 |
25.34 |
18.37 |
14.36 |
| DK |
2.11 |
3.86 |
9.33 |
21.32 |
58.27 |
| LW |
2.54 |
4.63 |
10.23 |
22.45 |
62.38 |
| SS |
2.54 |
4.62 |
10.23 |
22.49 |
62.44 |
| ^GSPC |
7.12 |
17.82 |
18.72 |
19.81 |
13.97 |