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Portfolio Optimization on FF25 T=120
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643.44
Cumulative Wealth
mSSRM-PGA
47.5408
202.2454
356.95
511.6546
Oct 28, 2024
Cumulative Wealth
Updated 4d ago
Evaluation Results
Method
Method
Links
Cumulative Wealth
mSSRM-PGA
m=15
2024.10
643.44
mSSRM-PGA
m=20
2024.10
643.44
mSSRM-PGA
m=10
2024.10
640.89
PLCT
2024.10
608.65
IPSRM-D
2024.10
567.76
1/N
2024.10
355.98
SSPO
2024.10
286.51
S1
2024.10
265.82
SSMP
2024.10
237.45
MAXER
2024.10
216.94
S2
2024.10
130.31
S3
2024.10
129.9
SPOLC
2024.10
70.46
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