portfolio,highwater,mt2x,persistent,tellurian,quantstrat,syntax,velox EqualWeight,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285 MaxSharpe,0.05655372090044951,0.03876982553391709,0.336918326457142,0.01788634506649874,0.14340716393897696,0.08043031040381347,0.32603430769920233 MinVar,0.014410645698970135,0.03394457658278529,0.1538801752817349,0.008213245293314573,0.2947936747239291,0.12883973782393793,0.36591794459532806 RiskParity,0.0589602294021381,0.07381035168782178,0.1749367297528856,0.03407531947104234,0.24113804180204396,0.16313457487084032,0.25394475301322783 CVaR,0.0016126924484717352,0.010013467593193482,0.2577302639623341,0.0016018485223692604,0.27314433190603027,0.09255309872487238,0.36334429684272873
← portfolio_2024_2025_with_syntax