| 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 |