id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
bracis-19053	Freitas, Washington Burkart; Bertini Junior, João Roberto	Tactical Asset Allocation Through Random Walk on Stock Network	2021		.htm	text/html	5585	306	55	5.2 Portfolio Performance Metrics To measure the performance of stock portfolios, some methods can be used, such as: the Sharpe ratio, the maximum drawdown (difference between the highest and lowest value in a given period) and the cumulative wealth. The lower the MDD index the better. $$\begin{aligned} MDD = \frac{{ max(r_{t}) - min(r_{t}) }}{ max(r_{t}) } \end{aligned}$$ (11) Cumulative Wealth (CW): is the cumulative wealth of stock portfolio over the period \( \tau \).	cache/bracis-19053.htm	txt/bracis-19053.txt