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long only, choose 6 among the major 12 stocks, rebalance every 1month, with the target annualized volatility of 0.10, since 2006, with sharpe 0.93

long only, choose 6 among the major 12 stocks, rebalance every 1month, with the target annualized volatility of 0.10, since 2006, with sharpe 0.93

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5c5f0a6e7165f44aeff5ce94
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