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sharpe

Calculates the sharpe ratio

Source Code: [link]

openbb.qa.sharpe(data: pd.DataFrame, rfr: float = 0, window: float = 252)

Parameters

NameTypeDescriptionDefaultOptional
datapd.DataFrameselected dataframe columnNoneFalse
rfrfloatrisk free rate0True
windowfloatlength of the rolling window252True

Returns

TypeDescription
pd.DataFramesharpe ratio