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Portfolio Optimization on FF25EU (T=60)

126.04Cumulative Wealth

PLCT

Updated 1mo ago

Evaluation Results

Method	Links
PLCT 2024.10		126.04
mSSRM-PGA 2024.10		126.02
mSSRM-PGA 2024.10		125.19
mSSRM-PGA 2024.10		125.19
MAXER 2024.10		47.56
IPSRM-D 2024.10		37.25
SSMP 2024.10		13.47
1/N 2024.10		13.05
S2 2024.10		2.17
S3 2024.10		2.01
SSPO 2024.10		1.22
S1 2024.10		1.08
SPOLC 2024.10		0.96