portfolio,expected_return,volatility,sharpe,max_drawdown,cdar_5 EqualWeight,0.269387415440998,0.05344925386006438,4.291686017573935,-0.01339287946357692,-0.009368225407954392 MaxSharpe_MV,0.22564990115285297,0.02146519955656713,8.64887841660222,-0.0038155759276293022,-0.0019338521334113317 MinVar,0.1818199916888177,0.016355958798529493,8.670845496478522,-0.0018584664327726463,-0.0009811257786240114 MaxSharpe_CDaR,0.19653155946432563,0.017739765337165796,8.82376719698672,-0.0020848606295962736,-0.0007830520421459607 MinCDaR,0.18881505814570854,0.016858965340714932,8.827057600404189,-0.001909332823130939,-0.0007725371941978811 MinMDD,0.19042276272499278,0.017156267656056025,8.76780228314372,-0.0010900693965769548,-0.000860472601973798
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