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- -3.0 -5.0 -7.0
- Gain/DD*DD% 0.009000 0.034000 0.088000
- Gain/Expsr% 0.487000 0.927000 1.628000
- Gain/MaxDD 0.015000 0.021000 0.025000
- MaxDD*iBeta 32.633 193.536 856.520
- import seaborn as sns
- sns.heatmap(compmatrix,cmap='RdYlGn_r',annot=True)
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