Error trying to maximize Sharpe

[JVA89]

Hello,

I am trying to maximize Sharpe with this code adding this line:

sharpe = ret / risk

just before the problem definition and changing it by:

prob = Problem(Maximize(sharpe), [sum(x)==1, x >= 0])

obtaining this problem;

DCPError: Problem does not follow DCP rules. Specifically:
The objective is not DCP. Its following subexpressions are not:
[-2.16695988e-03 -9.60588203e-04 -6.80243265e-04 -9.10794378e-04
2.84821499e-04 -1.84951106e-03 -2.41240531e-03 -2.39710967e-03
-1.59690065e-03 -1.96844915e-03 2.78261359e-03 1.32043210e-04
3.10924999e-05 -2.04406783e-03 -3.59892133e-04 7.34013179e-04
1.08369348e-03 -2.05024607e-03 1.14489241e-03 -4.87174427e-04
-9.55131222e-05 -1.19424145e-03 -2.19036230e-03 -1.10589192e-03
-2.40868247e-03 -1.45145088e-03 -3.10006405e-04 -1.55078960e-03
-2.62811048e-03 -2.54809462e-03 -6.85525210e-05 -1.73200801e-03
-2.35653381e-03 -1.32429376e-04] * var446 / QuadForm(var446, [[0.00092668 0.00036417 0.00045662 ... 0.0002323 0.00041562 0.00010376]
[0.00036417 0.00046147 0.00021776 ... 0.00024083 0.00027291 0.0001139 ]
[0.00045662 0.00021776 0.00077415 ... 0.00028546 0.00028192 0.00015766]
...
[0.0002323 0.00024083 0.00028546 ... 0.00051062 0.00027009 0.00016667]
[0.00041562 0.00027291 0.00028192 ... 0.00027009 0.00059854 0.00011856]
[0.00010376 0.0001139 0.00015766 ... 0.00016667 0.00011856 0.00044083]])

Do you have any idea to solve it?

Thanks in advance and regards