Sample

PM

Ranking

CVaR-RAROC

Ranking

360001

−1.29067

2

0.001269

2

110022

−0.10816

1

0.015962

1

161812

−9.25943

4

−0.04395

5

180003

−1.55406

3

0.001086

3

217016

−3.65E+02

5

1.46E−01

4