Fig. 11: Performance metrics across all 30 universes (1990–2024).
From: Quantum stochastic walks for portfolio optimization: theory and implementation on financial networks
Each panel plots one metric (final value, Sharpe, CAGR, Calmar ratio, maximum drawdown, and annual turnover) for QSW, MPT, 1/N, and the S&P 500 as a function of the universe index.
