wf_08_test

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0005126984126984142 excess_return_without_cost,std,0.004874968719949004 excess_return_without_cost,annualized_return,0.12202222222222257 excess_return_without_cost,information_ratio,1.6224772576875472 excess_return_without_cost,max_drawdown,-0.02499999999999989 excess_return_with_cost,mean,0.0005126984126984142 excess_return_with_cost,std,0.004874968719949004 excess_return_with_cost,annualized_return,0.12202222222222257 excess_return_with_cost,information_ratio,1.6224772576875472 excess_return_with_cost,max_drawdown,-0.02499999999999989