Es

Get underlying data

portfolio.es(portfolio: openbb_terminal.portfolio.portfolio_model.PortfolioModel, use_mean: bool = False, distribution: str = ‘normal’, percentile: float = 0.999) -> pandas.core.frame.DataFrame

Get portfolio expected shortfall

Parameters
----------
portfolio: Portfolio
    Portfolio object with trades loaded
use_mean:
    if one should use the data mean return
distribution: str
    choose distribution to use: logistic, laplace, normal
percentile: int
    es percentile
Returns
-------
pd.DataFrame