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Portfolio Optimization on FF100 T=120

635.65Cumulative Wealth

mSSRM-PGA

Updated 4d ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		635.65
mSSRM-PGA 2024.10		603.05
mSSRM-PGA 2024.10		597.67
PLCT 2024.10		552.41
IPSRM-D 2024.10		457.86
1/N 2024.10		364.87
MAXER 2024.10		79.82
SPOLC 2024.10		16.03
S2 2024.10		2.67
S3 2024.10		2.62
SSMP 2024.10		2.26
SSPO 2024.10		1.74
S1 2024.10		1.27