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Portfolio Optimization on FF32 T=60
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996.32
Cumulative Wealth
mSSRM-PGA
-9.204
251.8455
512.895
773.9445
Oct 28, 2024
Cumulative Wealth
Updated 4d ago
Evaluation Results
Method
Method
Links
Cumulative Wealth
mSSRM-PGA
m=15
2024.10
996.32
mSSRM-PGA
m=20
2024.10
996.23
mSSRM-PGA
m=10
2024.10
991.89
PLCT
2024.10
918.62
1/N
2024.10
424.42
IPSRM-D
2024.10
243.83
MAXER
2024.10
200.03
SPOLC
2024.10
169.58
SSMP
2024.10
158.98
S2
2024.10
39.27
S3
2024.10
36.88
SSPO
2024.10
30.2
S1
2024.10
29.47
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