wf_07_train

portfolio_minvar_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0004984126984126974 excess_return_without_cost,std,0.008516424105347782 excess_return_without_cost,annualized_return,0.11862222222222199 excess_return_without_cost,information_ratio,0.9028597588534091 excess_return_without_cost,max_drawdown,-0.0674999999999997 excess_return_with_cost,mean,0.0004984126984126974 excess_return_with_cost,std,0.008516424105347782 excess_return_with_cost,annualized_return,0.11862222222222199 excess_return_with_cost,information_ratio,0.9028597588534091 excess_return_with_cost,max_drawdown,-0.0674999999999997