Portfolio performance
Portfolio | 3-month | 6-month | 1-year | 2-year | 5-year |
MINVAR |
1.77 |
3.35 |
6.87 |
13.25 |
33.29 |
EWMA |
2.17 |
4.14 |
7.50 |
15.33 |
37.36 |
RES |
6.95 |
21.28 |
24.51 |
26.69 |
57.07 |
MP |
7.16 |
10.74 |
17.55 |
33.65 |
48.75 |
RESMP |
7.01 |
22.22 |
26.09 |
26.25 |
52.17 |
DK |
1.82 |
3.50 |
6.96 |
13.91 |
39.04 |
LW |
1.82 |
3.40 |
6.96 |
12.95 |
34.43 |
SS |
1.77 |
3.37 |
7.01 |
13.11 |
34.69 |
^GSPC |
6.60 |
19.75 |
19.34 |
21.15 |
16.23 |