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Portfolio Optimization on FF32 T=60 (Sharpe ratio)

0.2615Sharpe Ratio

mSSRM-PGA

Updated 1mo ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		0.2615
mSSRM-PGA 2024.10		0.2615
mSSRM-PGA 2024.10		0.2612
PLCT 2024.10		0.26
1/N 2024.10		0.2234
IPSRM-D 2024.10		0.1952
SPOLC 2024.10		0.1734
MAXER 2024.10		0.1625
SSMP 2024.10		0.1535
S3 2024.10		0.1238
S2 2024.10		0.1225
SSPO 2024.10		0.1181
S1 2024.10		0.1169