so
Provides the sortino ratio of the selected stock.
Usage
so [-t TARGET_RETURN] [-a] [-w WINDOW]
Parameters
Name | Description | Default | Optional | Choices |
---|---|---|---|---|
target_return | Target return | 0 | True | None |
adjusted | If one should adjust the sortino ratio inorder to make it comparable to the sharpe ratio | False | True | None |
window | Rolling window length | 1 | True | None |