portfolio_performance.csv

portfolio,expected_return,volatility,sharpe,cvar_95,max_drawdown EqualWeight,0.1585524957826938,0.01588233757709135,7.464423621979528,-0.00027665184611109996,-0.004817185483864167 MaxSharpe,0.18349859309613117,0.017132961166291785,8.375586199217986,-0.0003689420712457251,-0.005165054305539286 MinVar,0.1446373911244296,0.013479214544276408,7.762870067889906,-0.0003021684467958541,-0.002867287073198517 RiskParity,0.15140353108338203,0.014436527715171656,7.716781575274896,-0.0002927825078816319,-0.0036967458661859203 CVaR,0.1373213708587342,0.013001390266326424,7.485458775189323,-0.0003341718572124504,-0.0031092207111006248