portfolio,expected_return,volatility,sharpe,cvar_95,max_drawdown EqualWeight,0.22335998887676795,0.051507904791020624,3.5598417295500844,-0.002633997957780981,-0.014626659529313505 MaxSharpe,0.19648425038003037,0.018745458413041854,8.347848685906712,-0.0004409046274220138,-0.004133378844042375 MinVar,0.15188476646168278,0.014202258856610826,7.87795572459961,-0.00035101426138151444,-0.0020931342949051324 RiskParity,0.17240399556354022,0.020015860900254173,6.614953822039144,-0.0007089854067933146,-0.005062332704319469 CVaR,0.14630135862152663,0.013314643045237953,7.983793351451943,-0.00033057508559103545,-0.002527121551544381
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