wf_06_test

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0002587301587301587 excess_return_without_cost,std,0.002510534894851952 excess_return_without_cost,annualized_return,0.06157777777777777 excess_return_without_cost,information_ratio,1.5898980303150532 excess_return_without_cost,max_drawdown,-0.012599999999999901 excess_return_with_cost,mean,0.0002587301587301587 excess_return_with_cost,std,0.002510534894851952 excess_return_with_cost,annualized_return,0.06157777777777777 excess_return_with_cost,information_ratio,1.5898980303150532 excess_return_with_cost,max_drawdown,-0.012599999999999901