wf_01_train

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0006035714285714285 excess_return_without_cost,std,0.005792551470010963 excess_return_without_cost,annualized_return,0.14364999999999997 excess_return_without_cost,information_ratio,1.60748618929565 excess_return_without_cost,max_drawdown,-0.0412000000000001 excess_return_with_cost,mean,0.0006035714285714285 excess_return_with_cost,std,0.005792551470010963 excess_return_with_cost,annualized_return,0.14364999999999997 excess_return_with_cost,information_ratio,1.60748618929565 excess_return_with_cost,max_drawdown,-0.0412000000000001