allocator_summary.csv

strategy,"('excess_return_without_cost', 'mean', 'risk')","('excess_return_without_cost', 'std', 'risk')","('excess_return_without_cost', 'annualized_return', 'risk')","('excess_return_without_cost', 'information_ratio', 'risk')","('excess_return_without_cost', 'max_drawdown', 'risk')","('excess_return_with_cost', 'mean', 'risk')","('excess_return_with_cost', 'std', 'risk')","('excess_return_with_cost', 'annualized_return', 'risk')","('excess_return_with_cost', 'information_ratio', 'risk')","('excess_return_with_cost', 'max_drawdown', 'risk')" "% gross daily return (account - unlevered, no PB fees)",0.0002864516129032258,0.0008779460548580921,0.06817548387096774,5.033521394121963,-0.0013000000000000025,0.0002864516129032258,0.0008779460548580921,0.06817548387096774,5.033521394121963,-0.0013000000000000025