Mean-CVaR

MAD

MV

SMV

ACE

Expected Return

0.6382

0.0002

0.6382

0.8805

0.8805

Risk

0.5816

1.8806

1.8332

2.5374

0.4938

Performance

1.097318

0.000106349

0.3481344

0.3470087

1.783111