wf_10_test

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.00045873015873015865 excess_return_without_cost,std,0.005032399380294192 excess_return_without_cost,annualized_return,0.10917777777777776 excess_return_without_cost,information_ratio,1.4062763452722853 excess_return_without_cost,max_drawdown,-0.020399999999999904 excess_return_with_cost,mean,0.00045873015873015865 excess_return_with_cost,std,0.005032399380294192 excess_return_with_cost,annualized_return,0.10917777777777776 excess_return_with_cost,information_ratio,1.4062763452722853 excess_return_with_cost,max_drawdown,-0.020399999999999904