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Portfolio Optimization on FF49 T=120

235.48Cumulative Wealth

1/N

Updated 1mo ago

Evaluation Results

Method	Links
1/N 2024.10		235.48
mSSRM-PGA 2024.10		188.38
mSSRM-PGA 2024.10		173.27
mSSRM-PGA 2024.10		172.95
PLCT 2024.10		157.5
SSMP 2024.10		143.18
SPOLC 2024.10		100.49
MAXER 2024.10		98.85
IPSRM-D 2024.10		50.04
S1 2024.10		2.23
S3 2024.10		1.92
S2 2024.10		1.89
SSPO 2024.10		1.61