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sharpe_ratio

Get Rolling Sharpe Ratio.

This function calculates the Sharpe Ratio, a metric used to assess the return of an investment compared to its risk. By factoring in the risk-free rate, it helps you understand how much extra return you're getting for the extra volatility that you endure by holding a riskier asset. The Sharpe Ratio is essential for investors looking to compare the efficiency of different investments, providing a clear picture of potential rewards in relation to their risks over a specified period. Ideal for gauging the effectiveness of investment strategies, it offers insights into optimizing your portfolio for maximum return on risk.

Parameters​

data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
target: str
rfr: float
Default: 0.0
window: int
Default: 252
index: str
Default: date

Returns​

results: list[Data]

Serializable results.

provider: str

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.

Data​

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