rsharpe
- Model
- Chart
Get rolling sharpe ratio
Source Code: [link]
openbb.portfolio.rsharpe(portfolio_engine: pd.DataFrame, risk_free_rate: float = 0, window: str = "1y")
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
portfolio_returns | pd.Series | Series of portfolio returns | None | True |
risk_free_rate | float | Risk free rate | 0 | True |
window | str | Rolling window to use Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y | 1y | True |
Returns
Type | Description |
---|---|
pd.DataFrame | Rolling sharpe ratio DataFrame |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.rsharpe(p)
Display rolling sharpe
Source Code: [link]
openbb.portfolio.rsharpe_chart(portfolio_engine: portfolio_engine.PortfolioEngine, risk_free_rate: float = 0, window: str = "1y", export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
portfolio | PortfolioEngine | PortfolioEngine object | None | True |
risk_free_rate | float | Value to use for risk free rate in sharpe/other calculations | 0 | True |
window | str | interval for window to consider | 1y | True |
export | str | Export to file | True | |
external_axes | Optional[List[plt.Axes]] | Optional axes to display plot on | None | True |
Returns
This function does not return anything