| longOnlyMaximumReturnsAllocate(HoldingsAllocationControl, AssetUniverseStatisticalProperties) |   | 91% | | 70% | 6 | 11 | 6 | 33 | 0 | 1 |
| globalMinimumVarianceAllocate(HoldingsAllocationControl, AssetUniverseStatisticalProperties) | | 89% | | 58% | 5 | 7 | 6 | 26 | 0 | 1 |
| allocate(HoldingsAllocationControl, AssetUniverseStatisticalProperties) | | 90% | | 66% | 4 | 7 | 5 | 26 | 0 | 1 |
| constrainedPCP(HoldingsAllocationControl, double) | | 87% | | 75% | 1 | 3 | 4 | 15 | 0 | 1 |
| lineStepEvolutionControl() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| interiorPointBarrierControl() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| ConstrainedMeanVarianceOptimizer(InteriorPointBarrierControl, LineStepEvolutionControl) | | 100% | | 100% | 0 | 2 | 0 | 8 | 0 | 1 |