rsort

• Model
• Chart

Get rolling sortino

Source Code: [link]

openbb.portfolio.rsort(portfolio_engine: portfolio_engine.PortfolioEngine, risk_free_rate: float = 0, window: str = "1y")

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Parameters

Name	Type	Description	Default	Optional
portfolio	PortfolioEngine	PortfolioEngine object	None	True
window	str	interval for window to consider Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y	1y	True
risk_free_rate	float	Value to use for risk free rate in sharpe/other calculations	0	True

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Returns

Type	Description
pd.DataFrame	Rolling sortino ratio DataFrame

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Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.rsort(p)

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Display rolling sortino

Source Code: [link]

openbb.portfolio.rsort_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)

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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

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Returns

This function does not return anything

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