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Portfolio Optimization on FF25 (T=60)

615.34Cumulative Wealth

mSSRM-PGA

Updated 1mo ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		615.34
mSSRM-PGA 2024.10		614.71
mSSRM-PGA 2024.10		614.7
PLCT 2024.10		581.41
IPSRM-D 2024.10		398.55
1/N 2024.10		355.98
SSMP 2024.10		248.67
MAXER 2024.10		173.39
SSPO 2024.10		129.35
S1 2024.10		100.76
S3 2024.10		70.88
S2 2024.10		66.24
SPOLC 2024.10		57.53