LAA (50%)
VAA (50%)
LAA+VAA Backtest result (2008~)
최종자산 = 3.40 배
MDD = -11.46 %
CAGR = 9.02 %
STDEV = 7.72
Sharpe ratio = 1.17
Sortino ratio = 2.22
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| VAA(Vigilant Asset Allocation) (1) | 2022.05.23 |
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