wf_17_train

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0009321428571428555 excess_return_without_cost,std,0.005264899042121664 excess_return_without_cost,annualized_return,0.2218499999999996 excess_return_without_cost,information_ratio,2.7313723381882147 excess_return_without_cost,max_drawdown,-0.02980000000000002 excess_return_with_cost,mean,0.0009321428571428555 excess_return_with_cost,std,0.005264899042121664 excess_return_with_cost,annualized_return,0.2218499999999996 excess_return_with_cost,information_ratio,2.7313723381882147 excess_return_with_cost,max_drawdown,-0.02980000000000002