Portfolio Management on Portfolio High Volatility condition April 1, 2022, to October 15, 2022 (test)
-8.429Calmar RatioFINCON
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| FINCONMarket Condition=High Volatility2024.07 | -8.429 | -0.294 | 26.176 | |
| FINRL-A2CMarket Condition=High Volatility2024.07 | -15.932 | -1.195 | 21.569 | |
| Equal-Weighted ETFMarket Condition=High Volatility2024.07 | -28.008 | -1.731 | 30.07 | |
| Markowitz MVMarket Condition=High Volatility2024.07 | -28.996 | -1.805 | 31.831 |