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Portfolio Management on S&P 500 constituent stocks (Jan 2020 - Jun 2022)
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0.052
Daily Return (x10^-1)
FinRipple
0.02704
0.03352
0.04
0.04648
May 28, 2025
Daily Return (x10^-1)
Sharpe Ratio
Max Drawdown (MDD)
Win Rate
Updated 4d ago
Evaluation Results
Method
Method
Links
Daily Return (x10^-1)
Sharpe Ratio
Max Drawdown (MDD)
Win Rate
FinRipple
2025.05
0.052
1.153
-0.283
68.5
Volatility Weighting
2025.05
0.041
1.021
-0.312
64.3
Equal Weighting
2025.05
0.034
0.882
-0.351
58.2
Markowitz Model
2025.05
0.029
0.954
-0.292
61.3
Min-Variance Weighting
2025.05
0.028
0.821
-0.401
55.2
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