Portfolio Optimization on FF100MEINV T=60 benchmark leaderboard · SOTA2 Research

Portfolio Optimization on FF100MEINV T=60

428.7Cumulative Wealth1/N

Evaluation Results

Method	Links
1/N2024.10		428.7
mSSRM-PGA2024.10		384.65
mSSRM-PGA2024.10		383.44
mSSRM-PGA2024.10		375.75
PLCT2024.10		354.7
SSMP2024.10		154.27
IPSRM-D2024.10		146.4
S32024.10		23.73
S22024.10		20.45
SPOLC2024.10		14.05
S12024.10		9.25
SSPO2024.10		8.98