Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
2.56 |
4.65 |
10.26 |
22.04 |
62.39 |
EWMA |
8.19 |
20.37 |
23.79 |
30.80 |
47.29 |
RES |
7.61 |
18.90 |
23.14 |
25.24 |
42.54 |
MP |
4.33 |
7.21 |
16.22 |
34.65 |
114.57 |
RESMP |
8.85 |
21.09 |
25.12 |
26.95 |
35.50 |
DK |
2.57 |
4.65 |
10.26 |
22.05 |
62.42 |
LW |
2.56 |
4.66 |
10.26 |
22.03 |
62.40 |
SS |
2.57 |
4.66 |
10.27 |
22.07 |
62.48 |
^GSPC |
7.16 |
17.22 |
18.14 |
20.14 |
13.48 |