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Portfolio Optimization on FF49 T=60
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285.02
Cumulative Wealth
mSSRM-PGA
-10.2672
66.3939
143.055
219.7161
Oct 28, 2024
Cumulative Wealth
Updated 4d ago
Evaluation Results
Method
Method
Links
Cumulative Wealth
mSSRM-PGA
m=10
2024.10
285.02
mSSRM-PGA
m=15
2024.10
262.54
mSSRM-PGA
m=20
2024.10
262.06
PLCT
2024.10
238.27
1/N
2024.10
235.48
SSMP
2024.10
186.79
MAXER
2024.10
142.31
IPSRM-D
2024.10
69.57
SPOLC
2024.10
5.44
S2
2024.10
1.39
SSPO
2024.10
1.33
S3
2024.10
1.28
S1
2024.10
1.09
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