Historical price
Optimization algorithms

Analyzed in 2007 by Victor DeMiguel and al. in their research paper Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?.

Described in 2012 by Raul Leote de Carvalho and al. in the research paper Demystifying Equity Risk-Based Strategies: A Simple Alpha Plus Beta Description.
Performance (annual return vs. volatility)
Performance (annual return, volatility and Sharpe ratio)