Portfolio Management on Full-information setting 2018–2025
176.06Total ReturnCP-RegimeAware
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| CP-RegimeAwareInformation Setting=Full-information2025.12 | 176.06 | 1.9858 | 8.61 | 1.8169 | |
| Hold EWInformation Setting=Full-information2025.12 | 67.74 | 0.6268 | 26.56 | 0.2893 | |
| UCB-CPInformation Setting=Full-information2025.12 | 63.38 | 0.6045 | 26.56 | 0.2741 | |
| Hold MVInformation Setting=Full-information2025.12 | 30.94 | 0.4404 | 22.38 | 0.1757 |