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)",0.00028607075373399127,0.0008743587150448464,0.11004537492968636,6.250722937929224,-0.001299620014004188,0.00028607075373399127,0.0008743587150448464,0.11004537492968636,6.250722937929224,-0.001299620014004188