portfolio,expected_return,volatility,sharpe,max_drawdown,cdar_5 EqualWeight,-0.08948627031381771,0.4796989681464477,-0.26993235114545155,-0.40111714593063114,-0.3742791017419864 MaxSharpe_MV,-0.08948627031381771,0.4796989681464477,-0.26993235114545155,-0.40111714593063114,-0.3742791017419864 MinVar,-0.004735889882874605,0.43921138553223477,-0.10185503235227798,-0.32440199254471397,-0.3077155890530347 MaxSharpe_CDaR,-0.08948627031381771,0.4796989681464477,-0.26993235114545155,-0.40111714593063114,-0.3742791017419864 MinCDaR,-0.018057122556772914,0.4492440582978034,-0.12923292247147966,-0.32177194683956845,-0.3061621266378523 MinMDD,-0.01805712314994022,0.44924405877696066,-0.1292329236540093,-0.3217719466819704,-0.306162126586381
← portfolio_btc_nav