wf_04_train

portfolio_minvar_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0004503968253968273 excess_return_without_cost,std,0.008768208137669169 excess_return_without_cost,annualized_return,0.1071944444444449 excess_return_without_cost,information_ratio,0.7924519690001967 excess_return_without_cost,max_drawdown,-0.0674999999999997 excess_return_with_cost,mean,0.0004503968253968273 excess_return_with_cost,std,0.008768208137669169 excess_return_with_cost,annualized_return,0.1071944444444449 excess_return_with_cost,information_ratio,0.7924519690001967 excess_return_with_cost,max_drawdown,-0.0674999999999997