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. best virt. worst
batch 1.380167e-10 1.380167e-10 1.380161e-10 1.380167e-10 1.380167e-10 1.380167e-10 1.380167e-10 1.380167e-10 1.380161e-10 1.380167e-10
batch0812 5.085925e-10 5.085127e-10 5.084835e-10 5.085860e-10 5.085111e-10 5.084835e-10 5.085127e-10 5.085860e-10 5.084835e-10 5.085925e-10
batchdes 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10 6.424023e-10
cvxnonsep_normcon20 3.513995e-10 3.423946e-10 3.423946e-10 3.423946e-10 3.423946e-10 3.423946e-10 3.423946e-10 3.423946e-10 3.423946e-10 3.513995e-10
cvxnonsep_normcon20r 2.569343e-10 3.500620e-10 3.500620e-10 3.500620e-10 3.500620e-10 3.500620e-10 3.500620e-10 3.500620e-10 2.569343e-10 3.500620e-10
cvxnonsep_normcon30 -4.807158e-04 1.914892e-10 1.928763e-10 1.928765e-10 1.915170e-10 1.928765e-10 1.946626e-10 1.928765e-10 -4.807158e-04 1.946626e-10
cvxnonsep_normcon30r -4.807158e-04 -4.807158e-04 -4.807158e-04 -4.255847e-04 -4.807158e-04 -4.807158e-04 -4.807158e-04 -4.807158e-04 -4.807158e-04 -4.255847e-04
cvxnonsep_normcon40 3.211139e-03 7.617171e-03 7.703591e-03 7.802461e-03 7.628813e-03 7.726342e-03 7.049594e-03 7.786951e-03 3.211139e-03 7.802461e-03
cvxnonsep_normcon40r 0.000000e+00 -8.021204e-04 -1.544147e-10 0.000000e+00 0.000000e+00 -1.544147e-10 0.000000e+00 0.000000e+00 -8.021204e-04 0.000000e+00
cvxnonsep_nsig20 -5.235691e-04 1.627541e-10 1.627541e-10 1.627541e-10 1.627541e-10 1.627541e-10 1.627541e-10 1.627541e-10 -5.235691e-04 1.627541e-10
cvxnonsep_nsig20r 3.345501e-10 2.207755e-09 2.207755e-09 2.207755e-09 2.207755e-09 2.207755e-09 2.207755e-09 2.207755e-09 3.345501e-10 2.207755e-09
cvxnonsep_nsig30 -1.655521e-04 -1.655521e-04 -1.627536e-10 -1.628149e-10 -1.628134e-10 -1.627536e-10 -1.655521e-04 -1.628149e-10 -1.655521e-04 -1.627536e-10
cvxnonsep_nsig30r 9.588910e-08 9.674217e-08 9.674217e-08 9.674217e-08 9.674217e-08 9.674217e-08 9.674217e-08 9.674217e-08 9.588910e-08 9.674217e-08
cvxnonsep_nsig40 3.444399e-10 3.927894e-10 3.927894e-10 3.927894e-10 3.927894e-10 3.927894e-10 3.927894e-10 3.927894e-10 3.444399e-10 3.927894e-10
cvxnonsep_nsig40r 4.418383e-09 4.837198e-09 4.837198e-09 4.837198e-09 4.837198e-09 4.837198e-09 4.837198e-09 1.566804e-03 4.418383e-09 1.566804e-03
cvxnonsep_pcon20r 1.429893e-10 -5.478167e-04 1.946710e-10 1.946380e-10 1.946644e-10 1.946710e-10 1.984475e-10 1.946380e-10 -5.478167e-04 1.984475e-10
cvxnonsep_pcon30r 0.000000e+00 4.496181e-11 4.497544e-11 4.496339e-11 4.503763e-11 4.497544e-11 4.496142e-11 4.496339e-11 0.000000e+00 4.503763e-11
cvxnonsep_pcon40r -8.086000e-05 -4.543805e-04 -8.086000e-05 -4.543805e-04 -4.327359e-04 -4.327359e-04 -4.543805e-04 -4.327359e-04 -4.543805e-04 -8.086000e-05
cvxnonsep_psig20 2.353175e-09 2.353175e-09 2.347889e-09 2.353175e-09 2.353175e-09 2.353175e-09 2.353175e-09 2.353175e-09 2.347889e-09 2.353175e-09
cvxnonsep_psig20r -4.686677e-04 -8.613816e-04 -6.804776e-05 -6.804762e-05 -6.804764e-05 9.489545e-04 -5.421376e-04 -1.211685e-05 -8.613816e-04 9.489545e-04
cvxnonsep_psig30 1.112884e-10 2.917002e-03 7.928926e-11 7.619107e-11 8.701936e-11 7.928926e-11 7.861811e-11 7.596819e-11 7.596819e-11 2.917002e-03
cvxnonsep_psig30r -4.460760e-05 -5.602050e-04 -6.974323e-10 -5.602050e-04 -2.364255e-04 2.112242e-10 2.329947e-10 2.256913e-10 -5.602050e-04 2.329947e-10
cvxnonsep_psig40 6.248697e-11 3.455466e-03 5.892228e-11 6.248980e-11 6.244559e-11 5.892228e-11 7.145023e-11 -8.587089e-11 -8.587089e-11 3.455466e-03
cvxnonsep_psig40r -1.456305e-09 3.728606e-10 -2.360839e-04 -1.263036e-05 2.795245e-10 -2.360799e-04 3.728606e-10 3.728604e-10 -2.360839e-04 3.728606e-10
du-opt 1.234601e-09 1.234591e-09 -1.269065e-04 1.234598e-09 1.234601e-09 1.234600e-09 1.234595e-09 1.234595e-09 -1.269065e-04 1.234601e-09
du-opt5 4.937829e-09 4.929328e-09 4.937690e-09 4.938324e-09 4.938834e-09 4.938896e-09 4.937425e-09 4.938898e-09 4.929328e-09 4.938898e-09
ex1223 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
ex1223a 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
ex1223b 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
fac1 3.096824e-10 3.096819e-10 3.096824e-10 3.096824e-10 3.096819e-10 3.096819e-10 3.096819e-10 3.096819e-10 3.096819e-10 3.096824e-10
fac2 7.203587e-11 7.203641e-11 7.203641e-11 7.203552e-11 - -2.715156e-05 -7.091287e-05 7.203641e-11 -7.091287e-05 -
fac3 7.704947e-11 7.704947e-11 7.704737e-11 -3.383451e-04 -4.012741e-04 -4.012741e-04 7.704947e-11 -3.383451e-04 -4.012741e-04 7.704947e-11
jit1 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08 4.152411e-08
p_ball_10b_5p_2d_h 9.602354e-10 9.755221e-10 9.753323e-10 - 9.740780e-10 9.758528e-10 9.741378e-10 9.701602e-10 9.602354e-10 -
p_ball_10b_5p_3d_h 8.063075e-10 8.056477e-10 - - 8.055465e-10 8.059158e-10 8.061396e-10 8.065323e-10 8.055465e-10 -
p_ball_10b_5p_4d_h 5.567234e-10 5.613823e-10 5.614214e-10 - 5.569040e-10 5.612682e-10 5.613007e-10 - 5.567234e-10 -
pedigree_ex485_2 -2.954351e-03 -1.129080e-03 -1.476164e-03 -1.500298e-03 -1.082017e-03 -1.500298e-03 -1.814531e-03 -1.387036e-03 -2.954351e-03 -1.082017e-03
pedigree_sp_top4_250 7.717835e-03 9.775550e-03 9.578796e-03 9.775550e-03 9.876947e-03 9.775550e-03 9.766920e-03 9.775550e-03 7.717835e-03 9.876947e-03
pedigree_sp_top4_300 6.473454e-03 9.711260e-03 9.947709e-03 9.694001e-03 9.341484e-03 9.711260e-03 9.518821e-03 9.694001e-03 6.473454e-03 9.947709e-03
portfol_buyin -5.006576e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -5.006576e-08 0.000000e+00
portfol_card 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvDAXr1b010-011 -1.746942e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -1.746942e-08 0.000000e+00
smallinvDAXr1b020-022 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvDAXr1b050-055 0.000000e+00 -2.317562e-04 1.081654e-10 1.081654e-10 -2.317562e-04 1.081654e-10 -2.317562e-04 1.081654e-10 -2.317562e-04 1.081654e-10
smallinvDAXr1b100-110 -3.234667e-04 -8.198064e-04 -5.209258e-04 -1.075772e-04 -4.577391e-04 -5.946299e-04 -7.011755e-04 -4.989347e-04 -8.198064e-04 -1.075772e-04
smallinvDAXr1b150-165 -1.675227e-03 -1.024605e-03 -5.853376e-04 -4.658049e-06 -4.489358e-04 -7.174966e-04 -5.526271e-04 -4.030533e-04 -1.675227e-03 -4.658049e-06
smallinvDAXr1b200-220 -1.303935e-03 -1.390484e-03 -9.003482e-04 1.772671e-10 -6.267026e-04 -8.956061e-04 -1.055095e-03 -1.015913e-03 -1.390484e-03 1.772671e-10
smallinvDAXr2b010-011 -1.746942e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -1.746942e-08 0.000000e+00
smallinvDAXr2b020-022 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvDAXr2b050-055 -2.317562e-04 -2.317562e-04 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 -2.317562e-04 1.081654e-10
smallinvDAXr2b100-110 -7.514336e-04 -1.342533e-03 -5.946299e-04 -1.075772e-04 -4.841423e-04 -5.946299e-04 -7.443202e-04 -4.989347e-04 -1.342533e-03 -1.075772e-04
smallinvDAXr2b150-165 -9.643616e-04 -1.347122e-03 -7.362653e-04 -4.658058e-06 -8.087119e-04 -5.450839e-04 -6.908671e-04 -6.947611e-04 -1.347122e-03 -4.658058e-06
smallinvDAXr2b200-220 -1.152035e-03 -1.676492e-03 -1.014643e-03 1.987928e-10 -6.533101e-04 -1.014643e-03 -8.565987e-04 -5.323380e-04 -1.676492e-03 1.987928e-10
smallinvDAXr3b010-011 -1.746942e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -1.746942e-08 0.000000e+00
smallinvDAXr3b020-022 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvDAXr3b050-055 0.000000e+00 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 1.081654e-10 0.000000e+00 1.081654e-10
smallinvDAXr3b100-110 -8.181380e-04 -1.342533e-03 -8.181380e-04 -1.075772e-04 -5.946299e-04 -5.946299e-04 -4.677715e-04 -4.989347e-04 -1.342533e-03 -1.075772e-04
smallinvDAXr3b150-165 -1.456829e-03 -1.394189e-03 -7.830664e-04 -4.658050e-06 -7.450135e-04 -7.830664e-04 -7.534258e-04 -6.819291e-04 -1.456829e-03 -4.658050e-06
smallinvDAXr3b200-220 -9.044622e-04 -1.426571e-03 -1.014643e-03 1.987928e-10 -8.820808e-04 -1.014643e-03 -7.083495e-04 -4.338761e-04 -1.426571e-03 1.987928e-10
smallinvDAXr4b010-011 -1.746942e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -1.746942e-08 0.000000e+00
smallinvDAXr4b020-022 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvDAXr4b050-055 0.000000e+00 -2.317562e-04 1.081654e-10 1.081654e-10 -2.317562e-04 1.081654e-10 1.081654e-10 1.081654e-10 -2.317562e-04 1.081654e-10
smallinvDAXr4b100-110 -1.074682e-03 -1.395644e-03 -4.841423e-04 -1.075772e-04 -5.946299e-04 -5.946299e-04 -7.011755e-04 -9.192942e-04 -1.395644e-03 -1.075772e-04
smallinvDAXr4b150-165 -1.054372e-03 -1.054330e-03 -7.830664e-04 -4.658050e-06 -2.975231e-04 -5.901516e-04 -8.317204e-04 -6.819291e-04 -1.054372e-03 -4.658050e-06
smallinvDAXr4b200-220 -1.357108e-03 -1.396004e-03 -1.014643e-03 1.987928e-10 -1.031650e-03 -1.014643e-03 -9.346768e-04 -5.204321e-04 -1.396004e-03 1.987928e-10
smallinvDAXr5b010-011 -1.746942e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -1.746942e-08 0.000000e+00
smallinvDAXr5b020-022 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvDAXr5b050-055 0.000000e+00 -2.317562e-04 1.081654e-10 1.081654e-10 -2.317562e-04 1.081654e-10 1.081654e-10 1.081654e-10 -2.317562e-04 1.081654e-10
smallinvDAXr5b100-110 -5.946299e-04 -7.011755e-04 -5.946299e-04 -1.075772e-04 -5.946299e-04 -4.841423e-04 -6.843245e-04 -4.677715e-04 -7.011755e-04 -1.075772e-04
smallinvDAXr5b150-165 -1.178921e-03 -1.014461e-03 -8.087119e-04 -4.658049e-06 -8.348099e-04 -6.486967e-04 -5.788442e-04 -3.282474e-04 -1.178921e-03 -4.658049e-06
smallinvDAXr5b200-220 -1.113469e-03 -1.656071e-03 -1.014643e-03 1.987928e-10 -6.096372e-04 -1.014643e-03 -6.379377e-04 -5.745488e-04 -1.656071e-03 1.987928e-10
smallinvSNPr1b010-011 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr1b020-022 -2.391443e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -2.391443e-08 0.000000e+00
smallinvSNPr1b050-055 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr1b100-110 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr1b150-165 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr1b200-220 9.895996e-11 1.028147e-10 1.024082e-10 1.028312e-10 1.024082e-10 1.024082e-10 1.024082e-10 1.024082e-10 9.895996e-11 1.028312e-10
smallinvSNPr2b010-011 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr2b020-022 -2.575394e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -2.575394e-08 0.000000e+00
smallinvSNPr2b050-055 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr2b100-110 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr2b150-165 9.925203e-11 1.059884e-10 1.059884e-10 1.059884e-10 1.059884e-10 1.059884e-10 1.059884e-10 1.059884e-10 9.925203e-11 1.059884e-10
smallinvSNPr2b200-220 9.888993e-11 1.022055e-10 1.026075e-10 9.794687e-11 1.025486e-10 1.025742e-10 1.025646e-10 1.026417e-10 9.794687e-11 1.026417e-10
smallinvSNPr3b010-011 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr3b020-022 -2.465954e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -2.465954e-08 0.000000e+00
smallinvSNPr3b050-055 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr3b100-110 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr3b150-165 2.442393e-10 2.507626e-10 2.507626e-10 2.507626e-10 2.507626e-10 2.507626e-10 2.507626e-10 2.507626e-10 2.442393e-10 2.507626e-10
smallinvSNPr3b200-220 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr4b010-011 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr4b020-022 -2.643240e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -2.643240e-08 0.000000e+00
smallinvSNPr4b050-055 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr4b100-110 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr4b150-165 9.930030e-11 1.055960e-10 1.055960e-10 1.055960e-10 1.055960e-10 1.055960e-10 1.055960e-10 1.055960e-10 9.930030e-11 1.055960e-10
smallinvSNPr4b200-220 9.864139e-11 1.020958e-10 1.020958e-10 1.020958e-10 1.020958e-10 1.020958e-10 1.020958e-10 1.020958e-10 9.864139e-11 1.020958e-10
smallinvSNPr5b010-011 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr5b020-022 -1.663884e-08 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 -1.663884e-08 0.000000e+00
smallinvSNPr5b050-055 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr5b100-110 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
smallinvSNPr5b150-165 -1.694821e-10 -1.634338e-10 -3.432060e-04 -1.634338e-10 -1.634338e-10 -3.432060e-04 -3.432060e-04 -3.432060e-04 -3.432060e-04 -1.634338e-10
smallinvSNPr5b200-220 -5.375977e-11 -5.092858e-11 -5.060530e-11 -4.924685e-11 -5.060530e-11 -5.060530e-11 -5.060530e-11 -5.060530e-11 -5.375977e-11 -4.924685e-11
squfl010-025 1.997831e-07 1.996021e-07 1.997023e-07 - 1.997712e-07 1.997864e-07 1.996478e-07 - 1.996021e-07 -
squfl010-040 5.734462e-10 8.150079e-10 1.628190e-10 - 1.443126e-10 6.090067e-10 5.148195e-10 - 1.443126e-10 -
squfl010-080 6.157867e-10 - - - - - - - 6.157867e-10 -
squfl015-080 -2.858211e-02 - - - - - - - -2.858211e-02 -
st_e14 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00 0.000000e+00
st_miqp4 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11 4.032140e-11
watercontamination0202r 1.880992e-07 1.881921e-07 1.881300e-07 1.878950e-07 1.879491e-07 1.881300e-07 1.882052e-07 1.882580e-07 1.878950e-07 1.882580e-07