# Portfolio Management on DJIA 29 constituents 2014-2024 (test) Source: [Portfolio Management on DJIA 29 constituents 2014-2024 (test)]() Collection index: [llms.txt]() Data updated: 2026-06-09T10:15:13.049Z Evaluation of Portfolio Management strategies applied to the 29 constituents of the Dow Jones Industrial Average (DJIA) covering the period 2014 through 2024, assessed using performance metrics like Return, Sharpe Ratio, Sortino Ratio, Maximum Drawdown, and Volatility. A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage. | Scope | Recorded value | | --- | --- | | Task | Portfolio Management | | Dataset (including any stated split) | DJIA 29 constituents 2014-2024 (test) | | Metric | Return | | Unit | PERCENT | | Direction | Higher is better | | Results loaded | 16 of 16 | | Coverage | All results currently returned for this benchmark | Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol. ## Metrics - [Return](): Higher is better; unit: PERCENT. - [Sharpe Ratio](): Higher is better; unit: SCALAR. - [Sortino Ratio](): Higher is better; unit: SCALAR. - [Maximum Drawdown](): Lower is better; unit: PERCENT. - [Volatility](): Lower is better; unit: PERCENT. ## Recorded results | Method | Return | Result date | Report paper | | --- | --- | --- | --- | | BAVAR-BLED | 57.26 | Not recorded | 6a279e8290966ade919bfc52 | | Risk-Adj DRL | 52.7 | Not recorded | 6a279e8290966ade919bfc52 | | Dual MA | 48.14 | Not recorded | 6a279e8290966ade919bfc52 | | Momentum | 48.03 | Not recorded | 6a279e8290966ade919bfc52 | | TimeXer | 47.77 | Not recorded | 6a279e8290966ade919bfc52 | | iTransformer | 45.33 | Not recorded | 6a279e8290966ade919bfc52 | | Equal Weight | 45.16 | Not recorded | 6a279e8290966ade919bfc52 | | PatchTST | 42.21 | Not recorded | 6a279e8290966ade919bfc52 | | Informer | 39.59 | Not recorded | 6a279e8290966ade919bfc52 | | TFT | 38.75 | Not recorded | 6a279e8290966ade919bfc52 | | TimesNet | 37.76 | Not recorded | 6a279e8290966ade919bfc52 | | Mean-Variance | 35.86 | Not recorded | 6a279e8290966ade919bfc52 | | EIIE | 34.49 | Not recorded | 6a279e8290966ade919bfc52 | | Min Variance | 20.92 | Not recorded | 6a279e8290966ade919bfc52 | | A2C | 7.78 | Not recorded | 6a279e8290966ade919bfc52 | | PPO | -0.39 | Not recorded | 6a279e8290966ade919bfc52 | ### BAVAR-BLED Return: 57.26. Result ID: 6a27e7aefbc373592c2548e9. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Risk-Adj DRL Return: 52.7. Result ID: 6a27e7aefbc373592c2548f3. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Dual MA Return: 48.14. Result ID: 6a27e7aefbc373592c2548ea. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Momentum Return: 48.03. Result ID: 6a27e7aefbc373592c2548f0. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### TimeXer Return: 47.77. Result ID: 6a27e7aefbc373592c2548eb. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### iTransformer Return: 45.33. Result ID: 6a27e7aefbc373592c2548ef. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Equal Weight Return: 45.16. Result ID: 6a27e7aefbc373592c2548ed. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### PatchTST Return: 42.21. Result ID: 6a27e7aefbc373592c2548ee. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Informer Return: 39.59. Result ID: 6a27e7aefbc373592c2548ec. [Reporting paper]() [Method origin paper]() [Implementation]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### TFT Return: 38.75. Result ID: 6a27e7aefbc373592c2548f2. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### TimesNet Return: 37.76. Result ID: 6a27e7aefbc373592c2548f1. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Mean-Variance Return: 35.86. Result ID: 6a27e7aefbc373592c2548f6. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### EIIE Return: 34.49. Result ID: 6a27e7aefbc373592c2548f5. [Reporting paper]() [Method origin paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### Min Variance Return: 20.92. Result ID: 6a27e7aefbc373592c2548f4. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### A2C Return: 7.78. Result ID: 6a27e7aefbc373592c2548f7. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. ### PPO Return: -0.39. Result ID: 6a27e7aefbc373592c2548f8. [Reporting paper]() Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction. Page 1 of 1. This is an index page, not the full collection.