ResearchBenchmarksPortfolio Management on Light Mix Portfolio Window W2Portfolio Management on Light Mix Portfolio Window W2Follow12.16Return (%)GIFT12.128812.136912.14512.1531Jun 7, 2026Evaluation resultsMethodMethodLinksReturn (%)Sharpe RatioSortino RatioMaximum Drawdown (MDD) (%)Calmar RatioWin RateGIFT2026.0612.162.112.16.744.264Pure PPO2026.0612.132.082.127.653.75—