ResearchBenchmarksPortfolio Performance Optimization on FTSE100 COVID 2020-2021Portfolio Performance Optimization on FTSE100 COVID 2020-2021Follow2.105Sharpe Ratio (Variance)NSGA-II0.547080.951541.3561.76046Jul 7, 2026Evaluation resultsMethodMethodLinksSharpe Ratio (Variance)Sharpe Ratio (CVaR)Sharpe Ratio (EVaR)NSGA-II2026.072.1051.2021.929PPO2026.071.1221.0281.057Baseline2026.070.6070.6070.607