Tail Diagnostic Analysis on Semi-real portfolio-CVaR hardest 25% contexts
0.0441Tail W1 Worst 10% ValueDW-FM
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| DW-FM2026.06 | 0.0441 | 0.0256 | 0.0438 | |
| Uniform FM2026.06 | 0.052 | 0.0319 | 0.0521 |
| Method | Links | |||
|---|---|---|---|---|
| DW-FM2026.06 | 0.0441 | 0.0256 | 0.0438 | |
| Uniform FM2026.06 | 0.052 | 0.0319 | 0.0521 |