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Benchmarks
Portfolio Management on Heavy Mix Portfolio Window W2
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23.16
Return (%)
Pure PPO
19.0728
20.1339
21.195
22.2561
Jun 7, 2026
Return (%)
Sharpe Ratio
Sortino Ratio
Maximum Drawdown (%)
Calmar Ratio
Win Rate
Updated 1mo ago
Evaluation Results
Method
Method
Links
Return (%)
Sharpe Ratio
Sortino Ratio
Maximum Drawdown (%)
Calmar Ratio
Win Rate
Pure PPO
2026.06
23.16
2.71
3.3
5.81
9.02
-
GIFT
2026.06
19.23
2.41
2.63
6.95
6.38
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