portfolio_usd_nav

portfolio_weights.csv

portfolio,highwater,mt2x,persistent,tellurian,quantstrat,syntax,velox EqualWeight,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285,0.14285714285714285 MaxSharpe_MV,0.061060005765866926,0.039617106288981074,0.33206621498107664,0.018563757321856826,0.14104546237705304,0.08356703035616249,0.3240804229090031 MinVar,0.02002165974625242,0.0332986574375593,0.15217149754178466,0.007786458784527424,0.2847754716642342,0.12929573824265742,0.3726505165829846 MaxSharpe_CDaR,0.008764359461908573,0.018632017020787435,0.28517662402327615,0.0011088860002211702,0.21786097232096205,0.08910646215474394,0.3793506790181008 MinCDaR,1.021116092908896e-12,0.01767927732831408,0.2506520299059139,0.002482855684908141,0.25509375820442803,0.07409207889017332,0.3999999999852415 MinMDD,6.093645982015139e-11,0.0406946006222151,0.22949538461096874,0.0027776144750000812,0.20602063439117915,0.12101176586995191,0.39999999996974867