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Papers Benchmarks Datasets Tasks

Portfolio Performance Optimization research benchmarks · SOTA2 Research

Portfolio Performance Optimization

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

FTSE100 Post-COVID 2022-2023

0.645Variance

3

Jul 9, 2026

FTSE100 COVID 2020-2021

2.105Sharpe Ratio (Variance)

3

Jul 9, 2026

FTSE100 Pre-COVID 2018-2019

0.959Variance

3

Jul 9, 2026

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