wf_05_test

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,6.825396825396664e-05 excess_return_without_cost,std,0.004803286018927149 excess_return_without_cost,annualized_return,0.01624444444444406 excess_return_without_cost,information_ratio,0.21921887088199676 excess_return_without_cost,max_drawdown,-0.02540000000000009 excess_return_with_cost,mean,6.825396825396664e-05 excess_return_with_cost,std,0.004803286018927149 excess_return_with_cost,annualized_return,0.01624444444444406 excess_return_with_cost,information_ratio,0.21921887088199676 excess_return_with_cost,max_drawdown,-0.02540000000000009