Portfolio Management on S&P 500 constituent stocks (Jan 2020 - Jun 2022)
0.052Daily Return (x10^-1)FinRipple
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| FinRipple2025.05 | 0.052 | 1.153 | -0.283 | 68.5 | |
| Volatility Weighting2025.05 | 0.041 | 1.021 | -0.312 | 64.3 | |
| Equal Weighting2025.05 | 0.034 | 0.882 | -0.351 | 58.2 | |
| Markowitz Model2025.05 | 0.029 | 0.954 | -0.292 | 61.3 | |
| Min-Variance Weighting2025.05 | 0.028 | 0.821 | -0.401 | 55.2 |