| OA.0 | ROA-ℒ₁.0 | ROA-ℒ₁/ℓ₂².0 | ROA-ℒ₂.0 | ROA-ℓ₁.0 | ROA-ℓ₂².0 | ROA-ℓ∞.0 | ROA-∇²ℒ.0 | virt. worst | |
|---|---|---|---|---|---|---|---|---|---|
| batch | 1.08 | 1.24 | 1.43 | 1.82 | 1.30 | 1.00 | 1.30 | 1.87 | 1.87 |
| batch0812 | 1.23 | 1.12 | 1.50 | 2.09 | 1.40 | 1.00 | 1.39 | 2.07 | 2.09 |
| batchdes | 1.49 | 1.08 | 1.67 | 1.18 | 1.68 | 1.00 | 1.66 | 1.84 | 1.84 |
| cvxnonsep_normcon20 | 7.73 | 2.25 | 1.09 | 1.64 | 1.15 | 1.00 | 1.86 | 1.42 | 7.73 |
| cvxnonsep_normcon20r | 1.00 | 1.95 | 3.45 | 5.47 | 2.94 | 2.53 | 2.74 | 4.69 | 5.47 |
| cvxnonsep_normcon30 | 2.05 | 2.06 | 1.31 | 1.72 | 1.02 | 1.00 | 1.88 | 1.80 | 2.06 |
| cvxnonsep_normcon30r | 1.00 | 1.77 | 6.47 | 9.89 | 5.64 | 5.75 | 5.99 | 8.52 | 9.89 |
| cvxnonsep_normcon40 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| cvxnonsep_normcon40r | 1.00 | 3.42 | 2.85 | 1.63 | 1.81 | 1.58 | 1.41 | 3.64 | 3.64 |
| cvxnonsep_nsig20 | 5.27 | 5.46 | 1.53 | 1.78 | 1.12 | 1.00 | 2.25 | 1.77 | 5.46 |
| cvxnonsep_nsig20r | 1.21 | 1.82 | 1.69 | 1.99 | 1.23 | 1.00 | 1.18 | 1.94 | 1.99 |
| cvxnonsep_nsig30 | 1.00 | 7.44 | 1.11 | 3.88 | 3.54 | 1.66 | 3.82 | 5.23 | 7.44 |
| cvxnonsep_nsig30r | 1.40 | 1.67 | 1.68 | 2.22 | 1.45 | 1.00 | 1.01 | 2.40 | 2.40 |
| cvxnonsep_nsig40 | 1.00 | 5.30 | 1.84 | 4.47 | 2.65 | 1.85 | 5.06 | 8.20 | 8.20 |
| cvxnonsep_nsig40r | 1.41 | 2.29 | 2.01 | 1.69 | 1.48 | 1.00 | 1.24 | 1.36 | 2.29 |
| cvxnonsep_pcon20 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| cvxnonsep_pcon20r | 1.50 | 1.91 | 1.81 | 1.48 | 1.46 | 1.21 | 1.00 | 1.55 | 1.91 |
| cvxnonsep_pcon30 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| cvxnonsep_pcon30r | 1.13 | 1.46 | 2.04 | 1.09 | 1.67 | 1.49 | 1.00 | 2.96 | 2.96 |
| cvxnonsep_pcon40 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| cvxnonsep_pcon40r | 1.27 | 1.00 | 3.60 | 2.04 | 1.65 | 1.28 | 1.06 | 1.92 | 3.60 |
| cvxnonsep_psig20 | 1.50 | 1.16 | 23.16 | 1.26 | 1.32 | 1.00 | 1.77 | 1.44 | 23.16 |
| cvxnonsep_psig20r | 1.00 | 3.54 | 3.10 | 1.18 | 2.37 | 1.63 | 1.94 | 3.02 | 3.54 |
| cvxnonsep_psig30 | 6.03 | 13.20 | 1.42 | 1.31 | 1.03 | 1.00 | 1.02 | 1.30 | 13.20 |
| cvxnonsep_psig30r | 1.00 | 3.25 | 2.26 | 2.61 | 4.61 | 1.86 | 1.58 | 2.80 | 4.61 |
| cvxnonsep_psig40 | 5.37 | 7.24 | 1.57 | 2.46 | 1.30 | 1.00 | 1.39 | 1.64 | 7.24 |
| cvxnonsep_psig40r | 1.00 | 5.51 | 3.85 | 5.10 | 6.80 | 2.77 | 2.93 | 4.12 | 6.80 |
| du-opt | 1.61 | 6.96 | 2.38 | 1.11 | 2.07 | 1.46 | 1.71 | 1.00 | 6.96 |
| du-opt5 | 1.44 | 3.24 | 2.40 | 1.21 | 1.40 | 1.08 | 1.07 | 1.00 | 3.24 |
| ex1223 | 1.00 | 1.23 | 2.07 | 2.82 | 1.79 | 1.48 | 1.38 | 1.75 | 2.82 |
| ex1223a | 1.44 | 1.00 | 1.62 | 2.72 | 1.20 | 1.03 | 1.38 | 1.33 | 2.72 |
| ex1223b | 1.00 | 1.10 | 1.66 | 2.45 | 1.68 | 1.47 | 1.09 | 1.80 | 2.45 |
| fac1 | 1.58 | 1.83 | 1.61 | 2.14 | 1.08 | 1.00 | 1.43 | 1.28 | 2.14 |
| fac2 | 1.16 | 1.40 | 1.71 | 2.27 | 336.46 | 1.00 | 1.43 | 1.48 | 336.46 |
| fac3 | 1.00 | 1.11 | 1.77 | 2.22 | 1.19 | 1.23 | 1.20 | 1.63 | 2.22 |
| ibs2 | 4.23 | 4.23 | 4.23 | 4.23 | 1.00 | 2.47 | 4.23 | 4.23 | 4.23 |
| jit1 | 1.00 | 4.58 | 1.66 | 1.70 | 2.81 | 1.63 | 1.11 | 1.82 | 4.58 |
| p_ball_10b_5p_2d_h | 1.00 | 2.09 | 2.27 | 20.26 | 1.35 | 1.64 | 1.68 | 2.90 | 20.26 |
| p_ball_10b_5p_3d_h | 1.00 | 1.69 | 9.44 | 2.64 | 1.20 | 1.71 | 1.38 | 2.75 | 9.44 |
| p_ball_10b_5p_4d_h | 1.00 | 1.54 | 1.93 | 1.62 | 1.38 | 1.51 | 1.81 | 1.64 | 1.93 |
| p_ball_10b_7p_3d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_15b_5p_2d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_20b_5p_2d_h | 1.00 | 1.85 | 1.85 | 1.60 | 1.85 | 1.85 | 1.85 | 1.85 | 1.85 |
| p_ball_20b_5p_3d_h | 4.49 | 4.49 | 4.49 | 1.00 | 4.49 | 4.49 | 4.49 | 4.49 | 4.49 |
| p_ball_30b_10p_2d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_30b_5p_2d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_30b_5p_3d_h | 5.45 | 5.45 | 5.45 | 5.45 | 5.45 | 1.00 | 5.45 | 5.45 | 5.45 |
| p_ball_30b_7p_2d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_40b_5p_3d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| p_ball_40b_5p_4d_h | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_ex485 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_ex485_2 | 1.00 | 2.06 | 1.97 | 2.06 | 2.06 | 2.06 | 2.06 | 2.06 | 2.06 |
| pedigree_sp_top4_250 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_sp_top4_300 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| pedigree_sp_top4_350tr | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| portfol_buyin | 1.00 | 1.83 | 1.31 | 1.51 | 1.00 | 1.89 | 1.35 | 1.39 | 1.89 |
| portfol_card | 1.00 | 1.71 | 1.11 | 1.43 | 1.00 | 1.95 | 1.18 | 1.38 | 1.95 |
| portfol_roundlot | 1.00 | 1105.83 | 57.13 | 217.19 | 1137.80 | 77.51 | 1012.02 | 16.29 | 1137.80 |
| smallinvDAXr1b010-011 | 1.60 | 5.90 | 1.37 | 1.26 | 1.35 | 1.00 | 1.65 | 1.04 | 5.90 |
| smallinvDAXr1b020-022 | 1.77 | 10.19 | 1.54 | 1.08 | 1.33 | 1.00 | 1.43 | 1.26 | 10.19 |
| smallinvDAXr1b050-055 | 8.54 | 85.52 | 4.72 | 1.00 | 3.92 | 4.26 | 3.84 | 3.82 | 85.52 |
| smallinvDAXr1b100-110 | 22.83 | 119.37 | 7.06 | 1.00 | 8.37 | 5.78 | 5.27 | 5.56 | 119.37 |
| smallinvDAXr1b150-165 | 22.21 | 114.78 | 4.67 | 1.00 | 5.91 | 4.00 | 6.75 | 4.28 | 114.78 |
| smallinvDAXr1b200-220 | 15.51 | 106.67 | 4.54 | 1.00 | 4.83 | 3.76 | 5.26 | 6.25 | 106.67 |
| smallinvDAXr2b010-011 | 1.40 | 5.31 | 1.33 | 1.48 | 1.32 | 1.00 | 1.51 | 1.01 | 5.31 |
| smallinvDAXr2b020-022 | 2.08 | 8.32 | 1.13 | 1.00 | 1.68 | 1.01 | 1.10 | 1.23 | 8.32 |
| smallinvDAXr2b050-055 | 4.45 | 23.41 | 1.00 | 1.14 | 1.05 | 1.11 | 2.10 | 1.08 | 23.41 |
| smallinvDAXr2b100-110 | 20.06 | 150.41 | 7.20 | 1.00 | 8.14 | 5.22 | 5.56 | 5.53 | 150.41 |
| smallinvDAXr2b150-165 | 17.99 | 127.76 | 4.40 | 1.00 | 5.30 | 5.53 | 3.36 | 3.61 | 127.76 |
| smallinvDAXr2b200-220 | 16.04 | 141.16 | 4.98 | 1.00 | 6.26 | 4.07 | 3.82 | 4.59 | 141.16 |
| smallinvDAXr3b010-011 | 1.73 | 4.01 | 1.34 | 1.67 | 1.64 | 1.04 | 1.29 | 1.00 | 4.01 |
| smallinvDAXr3b020-022 | 2.00 | 9.60 | 1.31 | 1.24 | 1.67 | 1.08 | 1.00 | 1.64 | 9.60 |
| smallinvDAXr3b050-055 | 3.47 | 24.47 | 1.13 | 1.04 | 1.09 | 1.37 | 1.30 | 1.00 | 24.47 |
| smallinvDAXr3b100-110 | 25.45 | 171.75 | 8.03 | 1.00 | 7.92 | 5.69 | 5.66 | 5.84 | 171.75 |
| smallinvDAXr3b150-165 | 28.89 | 167.52 | 5.61 | 1.00 | 5.01 | 4.35 | 5.02 | 4.60 | 167.52 |
| smallinvDAXr3b200-220 | 13.28 | 112.89 | 5.97 | 1.00 | 3.98 | 3.08 | 3.30 | 3.61 | 112.89 |
| smallinvDAXr4b010-011 | 1.57 | 6.34 | 1.21 | 1.52 | 2.03 | 1.00 | 1.36 | 1.31 | 6.34 |
| smallinvDAXr4b020-022 | 2.01 | 12.46 | 1.30 | 1.30 | 1.50 | 1.07 | 1.00 | 1.30 | 12.46 |
| smallinvDAXr4b050-055 | 6.56 | 46.52 | 1.91 | 1.00 | 3.45 | 2.51 | 3.21 | 1.92 | 46.52 |
| smallinvDAXr4b100-110 | 23.96 | 174.33 | 6.46 | 1.00 | 6.91 | 5.30 | 5.95 | 6.84 | 174.33 |
| smallinvDAXr4b150-165 | 17.56 | 147.54 | 4.57 | 1.00 | 5.16 | 4.16 | 5.19 | 4.08 | 147.54 |
| smallinvDAXr4b200-220 | 18.18 | 150.64 | 4.47 | 1.00 | 4.67 | 3.78 | 3.35 | 4.17 | 150.64 |
| smallinvDAXr5b010-011 | 1.89 | 6.18 | 1.09 | 1.28 | 1.40 | 1.00 | 1.31 | 1.27 | 6.18 |
| smallinvDAXr5b020-022 | 2.47 | 10.95 | 1.14 | 1.22 | 1.45 | 1.00 | 1.12 | 1.21 | 10.95 |
| smallinvDAXr5b050-055 | 12.23 | 74.39 | 3.89 | 1.00 | 3.11 | 3.33 | 3.10 | 3.18 | 74.39 |
| smallinvDAXr5b100-110 | 20.07 | 132.16 | 6.30 | 1.00 | 5.52 | 5.28 | 7.65 | 5.08 | 132.16 |
| smallinvDAXr5b150-165 | 26.80 | 166.91 | 4.93 | 1.00 | 4.87 | 4.00 | 4.66 | 4.23 | 166.91 |
| smallinvDAXr5b200-220 | 30.47 | 170.50 | 5.23 | 1.00 | 5.27 | 7.48 | 4.62 | 7.57 | 170.50 |
| smallinvSNPr1b010-011 | 1.00 | 2.23 | 2.57 | 3.97 | 1.25 | 1.16 | 1.31 | 2.01 | 3.97 |
| smallinvSNPr1b020-022 | 1.00 | 6.04 | 1.83 | 2.63 | 2.43 | 1.90 | 1.47 | 2.80 | 6.04 |
| smallinvSNPr1b050-055 | 1.00 | 2.34 | 1.33 | 2.44 | 1.05 | 1.23 | 1.25 | 2.55 | 2.55 |
| smallinvSNPr1b100-110 | 1.00 | 2.14 | 1.29 | 4.06 | 1.11 | 1.07 | 1.18 | 2.88 | 4.06 |
| smallinvSNPr1b150-165 | 1.00 | 5.98 | 2.61 | 5.51 | 1.78 | 2.60 | 2.84 | 4.20 | 5.98 |
| smallinvSNPr1b200-220 | 1.00 | 4.67 | 1.39 | 3.15 | 1.96 | 1.08 | 1.35 | 3.16 | 4.67 |
| smallinvSNPr2b010-011 | 1.00 | 2.30 | 2.79 | 2.24 | 1.16 | 1.14 | 1.35 | 1.85 | 2.79 |
| smallinvSNPr2b020-022 | 1.00 | 3.32 | 1.59 | 2.90 | 1.18 | 1.07 | 1.41 | 2.01 | 3.32 |
| smallinvSNPr2b050-055 | 1.00 | 1.97 | 1.82 | 2.74 | 1.29 | 2.07 | 1.42 | 2.57 | 2.74 |
| smallinvSNPr2b100-110 | 1.00 | 3.36 | 1.77 | 4.79 | 1.53 | 1.23 | 1.58 | 3.28 | 4.79 |
| smallinvSNPr2b150-165 | 1.12 | 3.77 | 2.18 | 3.68 | 1.58 | 1.00 | 1.35 | 3.37 | 3.77 |
| smallinvSNPr2b200-220 | 1.00 | 2.52 | 2.12 | 2.79 | 1.41 | 1.32 | 1.30 | 4.02 | 4.02 |
| smallinvSNPr3b010-011 | 1.00 | 4.74 | 4.36 | 2.57 | 2.55 | 3.08 | 2.97 | 5.03 | 5.03 |
| smallinvSNPr3b020-022 | 1.44 | 2.41 | 1.37 | 3.61 | 1.00 | 1.01 | 1.26 | 1.78 | 3.61 |
| smallinvSNPr3b050-055 | 1.00 | 3.42 | 3.48 | 2.83 | 2.32 | 1.89 | 1.98 | 4.31 | 4.31 |
| smallinvSNPr3b100-110 | 1.00 | 4.71 | 2.03 | 2.17 | 1.68 | 2.19 | 2.36 | 9.93 | 9.93 |
| smallinvSNPr3b150-165 | 1.07 | 4.51 | 1.81 | 3.08 | 1.43 | 1.00 | 1.01 | 2.31 | 4.51 |
| smallinvSNPr3b200-220 | 1.00 | 5.41 | 2.26 | 3.14 | 1.46 | 1.47 | 1.84 | 6.50 | 6.50 |
| smallinvSNPr4b010-011 | 1.00 | 4.08 | 2.23 | 3.03 | 1.27 | 1.24 | 1.76 | 3.95 | 4.08 |
| smallinvSNPr4b020-022 | 1.00 | 2.43 | 2.59 | 9.13 | 2.49 | 1.95 | 2.14 | 6.65 | 9.13 |
| smallinvSNPr4b050-055 | 1.00 | 2.61 | 2.18 | 2.47 | 1.24 | 1.75 | 1.00 | 2.42 | 2.61 |
| smallinvSNPr4b100-110 | 1.00 | 6.52 | 3.18 | 2.37 | 2.18 | 2.14 | 3.12 | 5.55 | 6.52 |
| smallinvSNPr4b150-165 | 1.00 | 3.43 | 3.41 | 2.61 | 2.72 | 2.05 | 2.25 | 8.54 | 8.54 |
| smallinvSNPr4b200-220 | 1.00 | 5.47 | 1.63 | 2.19 | 1.28 | 2.21 | 1.29 | 3.97 | 5.47 |
| smallinvSNPr5b010-011 | 1.00 | 4.63 | 2.57 | 2.44 | 1.57 | 1.57 | 2.06 | 3.74 | 4.63 |
| smallinvSNPr5b020-022 | 1.00 | 3.18 | 1.77 | 1.68 | 1.55 | 1.13 | 1.08 | 5.10 | 5.10 |
| smallinvSNPr5b050-055 | 1.00 | 7.88 | 5.66 | 2.55 | 3.88 | 4.14 | 2.85 | 13.18 | 13.18 |
| smallinvSNPr5b100-110 | 1.00 | 3.51 | 1.99 | 2.70 | 1.64 | 1.47 | 2.15 | 7.43 | 7.43 |
| smallinvSNPr5b150-165 | 1.00 | 4.38 | 3.41 | 4.02 | 2.45 | 2.46 | 1.95 | 5.54 | 5.54 |
| smallinvSNPr5b200-220 | 1.00 | 4.92 | 3.80 | 3.97 | 3.00 | 2.50 | 2.62 | 13.79 | 13.79 |
| squfl010-025 | 1.41 | 1.79 | 1.52 | 1.08 | 1.24 | 1.00 | 1.71 | 1.08 | 1.79 |
| squfl010-040 | 1.23 | 1.76 | 1.59 | 4.49 | 2.46 | 1.00 | 1.59 | 1.50 | 4.49 |
| squfl010-080 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl015-060 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl015-080 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl020-040 | 1.28 | 1.28 | 1.28 | 1.00 | 1.28 | 1.28 | 1.28 | 1.28 | 1.28 |
| squfl020-050 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl020-150 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl025-025 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl025-030 | 1.22 | 1.22 | 1.22 | 1.00 | 1.22 | 1.22 | 1.22 | 1.22 | 1.22 |
| squfl025-040 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl030-100 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl030-150 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| squfl040-080 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| st_e14 | 1.00 | 1.99 | 1.46 | 1.76 | 1.83 | 1.62 | 1.91 | 1.29 | 1.99 |
| st_miqp4 | 1.38 | 1.61 | 1.00 | 1.55 | 1.58 | 1.14 | 1.72 | 1.00 | 1.72 |
| watercontamination0202r | 1.37 | 1.20 | 1.18 | 1.99 | 1.02 | 1.38 | 1.00 | 2.52 | 2.52 |