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om

Get omega ratio

Source Code: [link]

openbb.portfolio.om(portfolio_engine: portfolio_engine.PortfolioEngine, threshold_start: float = 0, threshold_end: float = 1.5)

Parameters

NameTypeDescriptionDefaultOptional
portfolio_enginePortfolioEnginePortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.
NoneFalse
threshold_startfloatannualized target return threshold start of plotted threshold range0True
threshold_endfloatannualized target return threshold end of plotted threshold range1.5True

Returns

TypeDescription
pd.DataFrameDataFrame with portfolio omega ratio

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio/holdings_example.xlsx")
output = openbb.portfolio.om(p)