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 |