Portfolio Backtesting on CSI500 Jan 2023 - Sep 2025 (test)
0.4579Alpha Ratio (AR)
ACT
Updated 1mo ago
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
2026.04 | 0.4579 | 2.5944 | 0.2733 | 3.3955 | 2.6696 | 1.6754 | |
2026.04 | 0.3252 | 1.804 | 0.2749 | 2.0527 | 1.8563 | 1.1829 | |
2026.04 | 0.2934 | 1.6632 | 0.2889 | 1.7757 | 1.7114 | 1.0156 | |
2026.04 | 0.2894 | 1.6316 | 0.2973 | 1.7426 | 1.6789 | 0.9734 | |
2026.04 | 0.2852 | 1.6028 | 0.2872 | 1.7096 | 1.6492 | 0.993 | |
2026.04 | 0.272 | 1.5471 | 0.3133 | 1.6132 | 1.5919 | 0.8683 | |
2026.04 | 0.2692 | 1.5015 | 0.279 | 1.6117 | 1.545 | 0.965 | |
2026.04 | 0.2506 | 1.4325 | 0.2933 | 1.4627 | 1.474 | 0.8544 | |
2026.04 | 0.239 | 1.3539 | 0.2643 | 1.3816 | 1.3931 | 0.9044 | |
2026.04 | 0.229 | 1.295 | 0.2898 | 1.3185 | 1.3325 | 0.7902 | |
2026.04 | 0.2192 | 1.26 | 0.2718 | 1.2731 | 1.2965 | 0.8064 | |
2026.04 | 0.2148 | 1.209 | 0.2773 | 1.2239 | 1.2441 | 0.7747 | |
2026.04 | 0.214 | 1.2193 | 0.2879 | 1.2228 | 1.2547 | 0.7434 | |
2026.04 | 0.2121 | 1.2025 | 0.2926 | 1.2088 | 1.2374 | 0.7251 | |
2026.04 | 0.209 | 1.2045 | 0.2833 | 1.1915 | 1.2394 | 0.7377 | |
2026.04 | 0.1612 | 0.913 | 0.2964 | 0.9175 | 0.9366 | 0.5439 | |
2026.04 | 0.1561 | 0.9069 | 0.3267 | 0.8921 | 0.9332 | 0.4779 |