year_2024

portfolio_minvar_qlib_risk.csv

,,risk excess_return_without_cost,mean,0.0005831470198685369 excess_return_without_cost,std,0.0013435765742242452 excess_return_without_cost,annualized_return,0.21284866225201599 excess_return_without_cost,information_ratio,8.292053006234926 excess_return_without_cost,max_drawdown,-0.00791847065814337 excess_return_with_cost,mean,0.0005831470198685369 excess_return_with_cost,std,0.0013435765742242452 excess_return_with_cost,annualized_return,0.21284866225201599 excess_return_with_cost,information_ratio,8.292053006234926 excess_return_with_cost,max_drawdown,-0.00791847065814337