portfolio-rolling-worst.csv 509 B

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  1. name,window_months,start_month,end_month,return
  2. rotation-risk,6,2021-11,2022-04,-0.03267058612148299
  3. rotation-risk,12,2021-11,2022-10,-0.03267058612148299
  4. mean-reversion-eq_days30,6,2021-04,2021-09,-0.13740000000000008
  5. mean-reversion-eq_days30,12,2025-01,2025-12,-0.07061257352324968
  6. portfolio-50-50,6,2021-04,2021-09,-0.055442111954709605
  7. portfolio-50-50,12,2021-05,2022-04,-0.004275848986410535
  8. portfolio-70-30,6,2021-04,2021-09,-0.022569340453553077
  9. portfolio-70-30,12,2021-05,2022-04,0.008060140657133452