portfolio_performance.csv

portfolio,expected_return,volatility,sharpe,cvar_95,max_drawdown EqualWeight,0.2806822799561499,0.06023033228085666,3.9960310833723773,-0.004860982368790599,-0.015814656311931803 MaxSharpe,0.2270738196547687,0.021953395462769653,8.521407085843446,-0.0012576167283157803,-0.004213324397438745 MinVar,0.18247737192082714,0.016191092955778398,8.799737751488774,-0.0007084289317632278,-0.002276206094163628 RiskParity,0.21303528703815083,0.024236765213196385,7.1393721693494365,-0.0016714856250598157,-0.006137009854140304 CVaR,0.17896487044009332,0.016297315249462815,8.526856621042157,-0.000587265987145133,-0.0026890137712850693