Name | Sharpe Ratio | Period of Rebalancing |
---|---|---|
4.21 | Daily | |
4.21 | Daily | |
2.9 | Weekly | |
2.62 | Daily | |
0.78 | Weekly | |
0.78 | Weekly | |
0.77 | Monthly | |
Intraday | ||
Daily | ||
Daily | ||
Weekly | ||
Daily |
Name | Sharpe Ratio | Period of Rebalancing |
---|---|---|
4.21 | Daily | |
4.21 | Daily | |
2.9 | Weekly | |
2.62 | Daily | |
0.78 | Weekly | |
0.78 | Weekly | |
0.77 | Monthly | |
Intraday | ||
Daily | ||
Daily | ||
Weekly | ||
Daily |