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Portfolio Optimization on FF25EU T=120 (Sharpe ratio)

0.2796Sharpe Ratio

PLCT

Updated 4d ago

Evaluation Results

Method	Links
PLCT 2024.10		0.2796
mSSRM-PGA 2024.10		0.2796
mSSRM-PGA 2024.10		0.2796
mSSRM-PGA 2024.10		0.2796
MAXER 2024.10		0.2379
IPSRM-D 2024.10		0.2358
1/N 2024.10		0.1574
SSMP 2024.10		0.0849
S1 2024.10		0.0736
S2 2024.10		0.0725
SSPO 2024.10		0.0719
S3 2024.10		0.0709
SPOLC 2024.10		0.035