metric
Display metric of choice for different periods
Usage
metric [-m METRIC] [-r RISK_FREE_RATE]
Parameters
| Name | Parameter | Description | Default | Optional | Choices |
|---|---|---|---|---|---|
| metric | -m --metric | Set metric of choice | True | True | volatility, sharpe, sortino, maxdrawdown, rsquare, skew, kurtosis, gaintopain, trackerr, information, tail, commonsense, jensens, calmar, kelly, payoff, profitfactor |
| risk_free_rate | -r --rfr | Set risk free rate for calculations. | 0 | True | None |