portfolio,expected_return,volatility,sharpe,cvar_95,max_drawdown EqualWeight,0.26232798290316256,0.05197101076065477,4.277923012255101,-0.004165435589124585,-0.01339287946357692 MaxSharpe,0.21820949661866185,0.020631676965113418,8.63766415691756,-0.0011158503003151612,-0.00359086651189856 MinVar,0.17496130547462338,0.01589758434973564,8.489422198088079,-0.0006520849553309597,-0.0019139247288857061 RiskParity,0.2012676799437159,0.022106399947254184,7.295067506627048,-0.0014779707344348368,-0.004904547813301247 CVaR,0.18170798985547643,0.016758146279200168,8.456065933220858,-0.0005502415363956674,-0.0017767718925835517
← portfolio_2024_2025_with_syntax