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ResearchFormerly WizWand

Portfolio Optimization on FF100MEINV T=60

428.7Cumulative Wealth1/N
-7.8088105.5156218.84332.1644Oct 28, 2024
Updated 8mo ago

Evaluation results

MethodLinks
1/N2024.10428.7
mSSRM-PGAm=202024.10384.65
mSSRM-PGAm=152024.10383.44
mSSRM-PGAm=102024.10375.75
PLCT2024.10354.7
SSMP2024.10154.27
IPSRM-D2024.10146.4
S32024.1023.73
S22024.1020.45
SPOLC2024.1014.05
S12024.109.25
SSPO2024.108.98