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Portfolio Optimization on FF100MEINV (T=120)

435.01Cumulative Wealth

mSSRM-PGA

Updated 4d ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		435.01
mSSRM-PGA 2024.10		433.15
1/N 2024.10		428.7
mSSRM-PGA 2024.10		421.97
PLCT 2024.10		399.48
SSMP 2024.10		222.35
MAXER 2024.10		188.54
IPSRM-D 2024.10		188.34
S2 2024.10		43.66
S3 2024.10		38.7
SPOLC 2024.10		36.2
SSPO 2024.10		25.62
S1 2024.10		15.57