with_velox

portfolio_minvar_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.00034140481707003225 excess_return_without_cost,std,0.0004296236882943411 excess_return_without_cost,annualized_return,0.12461275823056177 excess_return_without_cost,information_ratio,15.181960514509578 excess_return_without_cost,max_drawdown,-0.00048745506786095766 excess_return_with_cost,mean,0.00034140481707003225 excess_return_with_cost,std,0.0004296236882943411 excess_return_with_cost,annualized_return,0.12461275823056177 excess_return_with_cost,information_ratio,15.181960514509578 excess_return_with_cost,max_drawdown,-0.00048745506786095766