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)",0.0003162162162162163,0.000998320456889337,0.07525945945945947,4.886553362449268,-0.0013000000000000025,0.0003162162162162163,0.000998320456889337,0.07525945945945947,4.886553362449268,-0.0013000000000000025