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Portfolio Optimization on FF25EU (T=60)
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126.04
Cumulative Wealth
PLCT
-4.0432
29.7284
63.5
97.2716
Oct 28, 2024
Cumulative Wealth
Updated 4d ago
Evaluation Results
Method
Method
Links
Cumulative Wealth
PLCT
2024.10
126.04
mSSRM-PGA
m=10
2024.10
126.02
mSSRM-PGA
m=15
2024.10
125.19
mSSRM-PGA
m=20
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
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