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Portfolio Optimization on FF25EU (T=120)

148.19Cumulative Wealth

PLCT

Updated 1mo ago

Evaluation Results

Method	Links
PLCT 2024.10		148.19
mSSRM-PGA 2024.10		147.17
mSSRM-PGA 2024.10		147.17
mSSRM-PGA 2024.10		147.17
IPSRM-D 2024.10		77.79
MAXER 2024.10		55.71
1/N 2024.10		13.05
SSMP 2024.10		3.25
S1 2024.10		2.78
S2 2024.10		2.73
SSPO 2024.10		2.67
S3 2024.10		2.61
SPOLC 2024.10		1.03