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Benchmarks
Portfolio Management on Portfolio High Volatility condition April 1, 2022, to October 15, 2022 (test)
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-8.429
Calmar Ratio
FINCON
-29.81868
-24.26559
-18.7125
-13.15941
Jul 9, 2024
Calmar Ratio
Sharpe Ratio
Maximum Drawdown
Updated 4d ago
Evaluation Results
Method
Method
Links
Calmar Ratio
Sharpe Ratio
Maximum Drawdown
FINCON
Market Condition=High...
2024.07
-8.429
-0.294
26.176
FINRL-A2C
Market Condition=High...
2024.07
-15.932
-1.195
21.569
Equal-Weighted ETF
Market Condition=High...
2024.07
-28.008
-1.731
30.07
Markowitz MV
Market Condition=High...
2024.07
-28.996
-1.805
31.831
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