portfolio_performance.csv

portfolio,expected_return,volatility,sharpe,cvar_95,max_drawdown EqualWeight,0.13912136828915195,0.015602208474368403,6.353034472779309,-0.0003696519891690825,-0.0041500535959143455 MaxSharpe,0.16132608461923975,0.017020981996934973,7.128030841057663,-0.0003944592681032881,-0.002851797752012515 MinVar,0.13912136828915192,0.015602208474368402,6.353034472779308,-0.00036965198916908234,-0.004150053595914345 RiskParity,0.13912096365793922,0.015602192574302216,6.35301501285131,-0.00036965034227820216,-0.004150087200185923 CVaR,0.1550092187710515,0.0165126420558506,6.9649192650126235,-0.00037708631114444864,-0.0028304653226715283