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Benchmarks
Portfolio Management on Light Mix Portfolio Window W5
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20.4
Return (%)
GIFT
13.3488
15.1794
17.01
18.8406
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 (%)
GIFT
2026.06
20.4
2.71
2.98
10.05
4.63
100
Pure PPO
2026.06
13.62
1.99
2.32
11.33
2.85
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