sortino
- Model
- Chart
Calculates the sortino ratio
Source Code: [link]
openbb.qa.sortino(data: pd.DataFrame, target_return: float = 0, window: float = 252, adjusted: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.DataFrame | selected dataframe | None | False |
target_return | float | target return of the asset | 0 | True |
window | float | length of the rolling window | 252 | True |
adjusted | bool | adjust the sortino ratio | False | True |
Returns
Type | Description |
---|---|
pd.DataFrame | sortino ratio |
Plots the sortino ratio
Source Code: [link]
openbb.qa.sortino_chart(data: pd.DataFrame, target_return: float, window: float, adjusted: bool)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.DataFrame | selected dataframe | None | False |
target_return | float | target return of the asset | None | False |
window | float | length of the rolling window | None | False |
adjusted | bool | adjust the sortino ratio | None | False |
Returns
This function does not return anything