[Retracted] Fuzzy Decision-Making Analysis of Quantitative Stock Selection in VR Industry Based on Random Forest Model

Table 13

Performance evaluation of random forest stock selection strategies.

Item	Annualized yield	Annualized volatility	Sharpe ratio	Maximum retracement	Information ratio
Random forest based on industry rotation	28.13%	21.19%	0.91	-38.04%	0.53
CSI 300 index	17.01%	26.11%	0.62	-41.03%