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Portfolio Management on Full-information setting 2018–2025
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176.06
Total Return
CP-RegimeAware
25.1352
64.3176
103.5
142.6824
Dec 10, 2025
Total Return
Sharpe Ratio (Annualized)
Max Drawdown
Calmar Ratio
Updated 4d ago
Evaluation Results
Method
Method
Links
Total Return
Sharpe Ratio (Annualized)
Max Drawdown
Calmar Ratio
CP-RegimeAware
Information Setting=Fu...
2025.12
176.06
1.9858
8.61
1.8169
Hold EW
Information Setting=Fu...
2025.12
67.74
0.6268
26.56
0.2893
UCB-CP
Information Setting=Fu...
2025.12
63.38
0.6045
26.56
0.2741
Hold MV
Information Setting=Fu...
2025.12
30.94
0.4404
22.38
0.1757
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