velox-syntax-geom365

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)",0.0003157252273333633,0.0009939284665410255,0.12212198223810566,6.0687687311362035,-0.001299620014003633,0.0003157252273333633,0.0009939284665410255,0.12212198223810566,6.0687687311362035,-0.001299620014003633