def benchmark_returns(self):
self.returns_bm = self.prices_bm.pct_change().iloc[:,0]
self.cumreturns_bm = timeseries.cumulate_returns(self.returns_bm)
self.results['Total return bmark'] = format_string(
self.cumreturns_bm[-1],
'.2f', True)
def benchmark_returns(self):
self.returns_bm = self.prices_bm.pct_change().iloc[:,0]
self.cumreturns_bm = timeseries.cumulate_returns(self.returns_bm)
self.results['Total return bmark'] = format_string(
self.cumreturns_bm[-1],
'.2f', True)
def portfolio_returns(self):
self.cumreturns = timeseries.cumulate_returns(self.returns)
self.annual_return = timeseries.annualised_return(
self.returns, self.frequency)
self.results['APR'] = format_string(self.annual_return, '.2f', True)
self.annual_std = timeseries.annualised_volatility(
self.returns, self.frequency)
self.results['Volatility'] = format_string(self.annual_std, '.2f',
True)
self.total_return = timeseries.total_return(self.returns)
self.results['Total return'] = format_string(self.total_return, '.2f',
True)
def portfolio_returns(self):
self.cumreturns = timeseries.cumulate_returns(self.returns)
self.annual_return = timeseries.annualised_return(
self.returns, self.frequency)
self.results['APR'] = format_string(self.annual_return,
'.2f', True)
self.annual_std = timeseries.annualised_volatility(
self.returns, self.frequency)
self.results['Volatility'] = format_string(self.annual_std,
'.2f', True)
self.total_return = timeseries.total_return(self.returns)
self.results['Total return'] = format_string(self.total_return,
'.2f', True)
