Share your thoughts, 1 month free Claude Pro on us
See more
Home
/
Benchmarks
Portfolio Management on Light Mix Portfolio Window W4
Loading...
23.46
Return (%)
Pure PPO
8.5984
12.4567
16.315
20.1733
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
23.46
2.3
2.42
26.35
2.32
-
GIFT
2026.06
9.17
0.72
0.77
13.7
1.43
100
Feedback
Search any
task
Search any
task
