Results: status of optimization problem = optimal solving time = 0 objective = -0.809763 drawdown_dev_max= 0.17 linear component of objective: -0.8098 optimal point = Columns 1 through 9 0.8000 0.8000 0.8000 0.5364 0.8000 0.8000 0.8000 0.8000 0.8000 Columns 10 through 18 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.8000 0.2000 Columns 19 through 27 0.8000 0.8000 0.8000 0.8000 0.8000 0.7164 0.8000 0.8000 0.8000 Columns 28 through 32 0.8000 0.8000 0.8000 0.8000 0.8000