wf_02_train

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0006488095238095254 excess_return_without_cost,std,0.0060746975865762325 excess_return_without_cost,annualized_return,0.15441666666666704 excess_return_without_cost,information_ratio,1.647710966436121 excess_return_without_cost,max_drawdown,-0.05149999999999977 excess_return_with_cost,mean,0.0006488095238095254 excess_return_with_cost,std,0.0060746975865762325 excess_return_with_cost,annualized_return,0.15441666666666704 excess_return_with_cost,information_ratio,1.647710966436121 excess_return_with_cost,max_drawdown,-0.05149999999999977