KR

Model

kr.ywcho.smallcap_earning_surp

CAGR (%)

46.53

Sharpe

1.17

Model

kr.ywcho.peter_operating

CAGR (%)

31.11

Sharpe

1.09

Model

kr.ywcho.Alphathon1_attack

CAGR (%)

33.81

Sharpe

0.84

Model

kr.jbpark.dividend_10

CAGR (%)

14.53

Sharpe

0.84

Model

kr.minkyun12.krx_fn_reg_ver1

CAGR (%)

19.78

Sharpe

0.83

Model

kr.smpark.K200_value_52

CAGR (%)

19.02

Sharpe

0.71

Model

kr.seankang.am_stock_krx_nn_006_kk_k200ft_kn

CAGR (%)

15.55

Sharpe

0.66

Model

kr.ywcho.peter_not_small

CAGR (%)

8.85

Sharpe

0.52

Model

kr.smpark.K200_value_112

CAGR (%)

11.95

Sharpe

0.51

Model

kr.jbpark.Proj_Swing_Reasearch_1

CAGR (%)

6.7

Sharpe

0.39

Model

kr.dhrhee.sa24_pcr2

CAGR (%)

-31.16

Sharpe

0.21