ResearchBenchmarksPortfolio Management on Light Mix Portfolio Window W5Portfolio Management on Light Mix Portfolio Window W5Follow20.4Return (%)GIFT13.348815.179417.0118.8406Jun 7, 2026Evaluation resultsMethodMethodLinksReturn (%)Sharpe RatioSortino RatioMaximum Drawdown (MDD) (%)Calmar RatioWin Rate (%)GIFT2026.0620.42.712.9810.054.63100Pure PPO2026.0613.621.992.3211.332.85—