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
cvxnonsep_pcon20 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
cvxnonsep_pcon30 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
cvxnonsep_pcon40 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
fac2 - - - - 1.0 - - - 1.0 -
p_ball_10b_5p_2d_h - - - 1.0 - - - - 1.0 -
p_ball_10b_5p_3d_h - - 1.0 - - - - - 1.0 -
p_ball_10b_7p_3d_h 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
p_ball_15b_5p_2d_h 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
p_ball_20b_5p_2d_h - 1.0 1.0 - 1.0 1.0 1.0 1.0 1.0 -
p_ball_20b_5p_3d_h 1.0 1.0 1.0 - - - 1.0 1.0 1.0 -
p_ball_30b_10p_2d_h - 1.0 - - 1.0 - 1.0 1.0 1.0 -
p_ball_30b_5p_2d_h 1.0 - 1.0 1.0 1.0 1.0 - 1.0 1.0 -
p_ball_30b_5p_3d_h 1.0 1.0 - 1.0 - - 1.0 - 1.0 -
p_ball_30b_7p_2d_h 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0
p_ball_40b_5p_3d_h 1.0 1.0 1.0 - - 1.0 1.0 - 1.0 -
p_ball_40b_5p_4d_h - 1.0 1.0 1.0 1.0 1.0 1.0 1.0 1.0 -
portfol_roundlot - - - - 1.0 - - - 1.0 -