Portfolio Optimization
Benchmarks
DatasetSOTA methodMetricTrendResultsLast updated
126.04Cumulative Wealth
13
Feb 26, 2026
615.34Cumulative Wealth
13
Feb 26, 2026
0.824Sharpe Ratio
12
Feb 26, 2026
0.223Sharpe Ratio
12
Feb 26, 2026
0.229Sharpe Ratio
12
Feb 26, 2026
428.7Cumulative Wealth
12
Feb 26, 2026
527.09Cumulative Wealth
12
Feb 26, 2026
0Average Running Time (s)
11
Feb 26, 2026
0Avg Running Time (s)
11
Feb 26, 2026
0Average running time (seconds)
11
Feb 26, 2026
0Average Runtime (s)
11
Feb 26, 2026
0Runtime (s)
11
Feb 26, 2026
0Average running time (s)
11
Feb 26, 2026
10,694.3VAMI
10
May 26, 2026
11.89Return
10
May 12, 2026
55.08Return (%)
9
Feb 26, 2026
39.13Total Return (%)
8
Jun 29, 2026
484,000,000F(E)
8
Feb 26, 2026
-29,400,000F(E)
8
Feb 26, 2026
64,000,000F(E)
8
Feb 26, 2026
4,000,000F(E)
8
Feb 26, 2026
0.821Annualized Sharpe Ratio
7
Apr 30, 2026
1.047Annualized Sharpe Ratio
7
Apr 30, 2026
1.673Annualized Sharpe Ratio
7
Apr 30, 2026
3.48Annualized Sharpe Ratio
7
Apr 30, 2026