Portfolio Optimization
Benchmarks
Dataset NameSOTA methodMetricTrendResultsLast Updated
0.86Annualized Sharpe Ratio
7
Apr 30, 2026
1.222Annualized Sharpe Ratio
7
Apr 30, 2026
2.006Annualized Sharpe Ratio
7
Apr 30, 2026
3.405Annualized Sharpe Ratio
7
Apr 30, 2026
0.754Annualized Sharpe Ratio
7
Apr 30, 2026
1.035Annualized Sharpe Ratio
7
Apr 30, 2026
2.001Annualized Sharpe Ratio
7
Apr 30, 2026
3.091Annualized Sharpe Ratio
7
Apr 30, 2026
0.033Model Performance Variance (σ²)
7
Apr 30, 2026
0.071Model Performance Variance (σ²)
7
Apr 30, 2026
0.084Model Performance Variance (σ²)
7
Apr 30, 2026
0.309Model Performance Variance (σ²)
7
Apr 30, 2026
0.049Model Performance Variance (σ²)
7
Apr 30, 2026
0.107Model Performance Variance (σ²)
7
Apr 30, 2026
0.17Model Performance Variance (σ²)
7
Apr 30, 2026
0.492Model Performance Variance (σ²)
7
Apr 30, 2026
0.049Performance Variance (σ²)
7
Apr 30, 2026
0.073Model Performance Variance (σ²)
7
Apr 30, 2026
0.131Model Performance Variance (σ²)
7
Apr 30, 2026
0.613Model Performance Variance (σ²)
7
Apr 30, 2026
0.224Return
6
Jul 9, 2026
13.2Annual Return
5
Jun 11, 2026
11.8Annual Return
5
Jun 11, 2026
-2.1Annual Return
5
Jun 11, 2026
24.3Annual Return
5
Jun 11, 2026