Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
2.54 |
4.63 |
10.18 |
21.37 |
60.67 |
EWMA |
8.25 |
20.29 |
21.85 |
33.75 |
52.89 |
RES |
6.65 |
13.87 |
18.01 |
24.85 |
57.05 |
MP |
5.32 |
9.13 |
19.66 |
38.84 |
138.80 |
RESMP |
8.48 |
18.49 |
20.44 |
21.24 |
32.67 |
DK |
3.91 |
6.81 |
14.74 |
32.45 |
96.69 |
LW |
2.55 |
4.64 |
10.21 |
21.43 |
60.92 |
SS |
2.55 |
4.64 |
10.19 |
21.38 |
60.74 |
^GSPC |
6.77 |
17.20 |
16.01 |
20.46 |
13.41 |