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Benchmarks
Portfolio Management on Light Mix Portfolio Window W6
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5.8
Return (%)
GIFT
5.2592
5.3996
5.54
5.6804
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
5.8
1.11
1.07
8.89
1.65
5
Pure PPO
2026.06
5.28
0.79
0.77
12.28
1.16
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