Results: 
status of optimization problem = optimal
solving time = 0
objective = -0.763602
drawdown_dev_avg= 0.0307
linear component of objective:
   -0.7636

optimal point = 
  Columns 1 through 9

    0.8000    0.8000    0.8000    0.8000    0.8000    0.8000    0.2000    0.8000    0.8000

  Columns 10 through 18

    0.8000    0.8000    0.8000    0.8000    0.6023    0.8000    0.8000    0.8000    0.2000

  Columns 19 through 27

    0.8000    0.2000    0.3344    0.8000    0.8000    0.2000    0.8000    0.8000    0.8000

  Columns 28 through 32

    0.2000    0.8000    0.8000    0.7628    0.8000