wf_18_train

portfolio_tangency_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0005130952380952372 excess_return_without_cost,std,0.004344345037819466 excess_return_without_cost,annualized_return,0.12211666666666646 excess_return_without_cost,information_ratio,1.822057809681762 excess_return_without_cost,max_drawdown,-0.0298 excess_return_with_cost,mean,0.0005130952380952372 excess_return_with_cost,std,0.004344345037819466 excess_return_with_cost,annualized_return,0.12211666666666646 excess_return_with_cost,information_ratio,1.822057809681762 excess_return_with_cost,max_drawdown,-0.0298