Exemplo n.º 1
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    def annualized(self, wrap_kwargs: tp.KwargsLike = None) -> tp.MaybeSeries:
        """Mean annual growth rate of returns.

        This is equivalent to the compound annual growth rate."""
        result = nb.annualized_return_nb(self.to_2d_array(), self.ann_factor)
        wrap_kwargs = merge_dicts(dict(name_or_index='annualized_return'),
                                  wrap_kwargs)
        return self.wrapper.wrap_reduced(result, **wrap_kwargs)
Exemplo n.º 2
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    def annualized(self, wrap_kwargs=None):
        """Mean annual growth rate of returns.

        This is equivalent to the compound annual growth rate."""
        wrap_kwargs = merge_dicts(dict(name_or_index='annualized_return'), wrap_kwargs)
        return self.wrapper.wrap_reduced(nb.annualized_return_nb(
            self.to_2d_array(), self.ann_factor
        ), **wrap_kwargs)
Exemplo n.º 3
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    def annualized(self):
        """Mean annual growth rate of returns.

        This is equivalent to the compound annual growth rate."""
        return self.wrap_reduced(
            nb.annualized_return_nb(self.to_2d_array(), self.ann_factor))