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Benchmarks
Portfolio Management on Light Mix Portfolio Window W3
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32.7
Return (%)
Pure PPO
12.8464
18.0007
23.155
28.3093
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
32.7
2.05
1.72
35.98
2.41
-
GIFT
2026.06
13.61
1.25
1.13
21.23
1.51
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