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Benchmarks
Portfolio Management on Heavy Mix Portfolio Window W4
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10.04
Return (%)
Pure PPO
3.9352
5.5201
7.105
8.6899
Jun 7, 2026
Return (%)
Sharpe Ratio
Sortino Ratio
Maximum Drawdown (MDD) (%)
Calmar Ratio
Win Rate
Updated 1mo ago
Evaluation Results
Method
Method
Links
Return (%)
Sharpe Ratio
Sortino Ratio
Maximum Drawdown (MDD) (%)
Calmar Ratio
Win Rate
Pure PPO
2026.06
10.04
0.97
0.92
17.03
1.34
-
GIFT
2026.06
4.17
0.28
0.3
13.4
0.53
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