quantstrat_20251114_192209

portfolio_minvar_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.00021878572879363567 excess_return_without_cost,std,0.0020675778966307884 excess_return_without_cost,annualized_return,0.08312248177281156 excess_return_without_cost,information_ratio,2.021638694429136 excess_return_without_cost,max_drawdown,-0.050228260941632796 excess_return_with_cost,mean,0.00021878572879363567 excess_return_with_cost,std,0.0020675778966307884 excess_return_with_cost,annualized_return,0.08312248177281156 excess_return_with_cost,information_ratio,2.021638694429136 excess_return_with_cost,max_drawdown,-0.050228260941632796