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Portfolio Optimization on FF49 T=60 (Sharpe ratio)

0.2151Sharpe Ratio

mSSRM-PGA

Updated 4d ago

Evaluation Results

Method	Links
mSSRM-PGA 2024.10		0.2151
mSSRM-PGA 2024.10		0.2135
mSSRM-PGA 2024.10		0.2134
PLCT 2024.10		0.2119
1/N 2024.10		0.2057
SSMP 2024.10		0.1658
MAXER 2024.10		0.1581
IPSRM-D 2024.10		0.1436
SPOLC 2024.10		0.0752
SSPO 2024.10		0.0588
S2 2024.10		0.0573
S3 2024.10		0.057
S1 2024.10		0.0559