Table 6 Descriptive statistics across the full 625-point grid
From: Quantum stochastic walks for portfolio optimization: theory and implementation on financial networks
Metric | 1-year window | 2-year window | ||||
|---|---|---|---|---|---|---|
Min | Median | Max | Min | Median | Max | |
Sharpe | 0.85 | 0.96 | 0.99 | 0.86 | 0.95 | 0.99 |
Turnover (%) | 0.03 | 56.42 | 248.42 | 0.01 | 48.56 | 212.27 |
Efficiency (Sharpe/Turn.) | 0.35 | 1.71 | 95.72 | 0.41 | 1.94 | 97.50 |
