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Portfolio Optimization on FF25 T=60 (Sharpe ratio)

0.2481Sharpe Ratio

mSSRM-PGA

Updated 4d ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		0.2481
mSSRM-PGA 2024.10		0.2481
mSSRM-PGA 2024.10		0.2481
PLCT 2024.10		0.2475
1/N 2024.10		0.2276
IPSRM-D 2024.10		0.2239
SSMP 2024.10		0.1934
MAXER 2024.10		0.1825
SSPO 2024.10		0.1544
S1 2024.10		0.1497
SPOLC 2024.10		0.1452
S3 2024.10		0.1428
S2 2024.10		0.1382