Fig. 8: Distribution of risk-adjusted performance and final wealth across 30 random S&P 500 universes (1990–2024).
From: Quantum stochastic walks for portfolio optimization: theory and implementation on financial networks
Each violin summarizes the cross-universe distribution for one strategy; dots show individual universes, and horizontal bars mark the mean. a Sharpe ratio distribution. b Calmar ratio (CAGR/Max DD) distribution. c Final portfolio value (log scale).
