portfolio,expected_return,volatility,sharpe,cvar_95,max_drawdown EqualWeight,0.23912914710764271,0.05969408591646592,3.335827059757611,-0.0031499169024368045,-0.018168126957909023 MaxSharpe,0.20338600798542752,0.019897725886865888,8.211290522062901,-0.00047794561386275465,-0.004648413027076413 MinVar,0.1604959222539042,0.014494417159402619,8.31326440578797,-0.00030556956151011553,-0.0025634103431753973 RiskParity,0.18517969626141073,0.022223930247048388,6.532584230041506,-0.0008570382575011728,-0.006272437280618801 CVaR,0.1513224409182486,0.013895115687184328,8.011623898959181,-0.0003007902417290252,-0.0028630966580414628
← no_syntax_portfolio