Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
1.95 |
3.63 |
7.23 |
14.07 |
33.70 |
EWMA |
2.21 |
4.32 |
7.48 |
13.77 |
35.60 |
RES |
5.28 |
18.68 |
20.80 |
21.53 |
54.86 |
MP |
6.24 |
10.44 |
17.42 |
27.89 |
38.65 |
RESMP |
5.83 |
19.33 |
22.55 |
24.02 |
56.55 |
DK |
2.93 |
4.81 |
8.22 |
14.73 |
38.63 |
LW |
1.79 |
3.64 |
7.24 |
13.16 |
34.65 |
SS |
1.81 |
3.44 |
7.05 |
13.42 |
35.33 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |