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Plot

To obtain charts, make sure to add chart=True as the last parameter

Get underlying data

portfolio.po.plot(weights, data: pandas.core.frame.DataFrame, category: Dict = None, title_opt: str = ‘’, freq: str = ‘D’, risk_measure: str = ‘MV’, risk_free_rate: float = 0, alpha: float = 0.05, a_sim: float = 100, beta: float = None, b_sim: float = None, pie: bool = False, hist: bool = False, dd: bool = False, rc_chart: bool = False, heat: bool = False, external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None) 

Plot additional charts

Parameters
----------
weights: Dict
    Dict of portfolio weights
data: pd.DataFrame
    DataFrame of stock returns
title_opt: str
    Title to be used on the pie chart
freq: str, optional
    The frequency used to calculate returns. Default value is 'D'. Possible
    values are:
        - 'D' for daily returns.
        - 'W' for weekly returns.
        - 'M' for monthly returns.

risk_measure: str, optional
    The risk measure used to optimize the portfolio. If model is 'NCO',
    the risk measures available depends on the objective function.
    The default is 'MV'. Possible values are:

    - 'MV': Variance.
    - 'MAD': Mean Absolute Deviation.
    - 'MSV': Semi Standard Deviation.
    - 'FLPM': First Lower Partial Moment (Omega Ratio).
    - 'SLPM': Second Lower Partial Moment (Sortino Ratio).
    - 'VaR': Value at Risk.
    - 'CVaR': Conditional Value at Risk.
    - 'TG': Tail Gini.
    - 'EVaR': Entropic Value at Risk.
    - 'WR': Worst Realization (Minimax).
    - 'RG': Range of returns.
    - 'CVRG': CVaR range of returns.
    - 'TGRG': Tail Gini range of returns.
    - 'MDD': Maximum Drawdown of uncompounded cumulative returns (Calmar Ratio).
    - 'ADD': Average Drawdown of uncompounded cumulative returns.
    - 'DaR': Drawdown at Risk of uncompounded cumulative returns.
    - 'CDaR': Conditional Drawdown at Risk of uncompounded cumulative returns.
    - 'EDaR': Entropic Drawdown at Risk of uncompounded cumulative returns.
    - 'UCI': Ulcer Index of uncompounded cumulative returns.
    - 'MDD_Rel': Maximum Drawdown of compounded cumulative returns (Calmar Ratio).
    - 'ADD_Rel': Average Drawdown of compounded cumulative returns.
    - 'DaR_Rel': Drawdown at Risk of compounded cumulative returns.
    - 'CDaR_Rel': Conditional Drawdown at Risk of compounded cumulative returns.
    - 'EDaR_Rel': Entropic Drawdown at Risk of compounded cumulative returns.
    - 'UCI_Rel': Ulcer Index of compounded cumulative returns.

risk_free_rate: float, optional
    Risk free rate, must be in the same interval of assets returns.
    Used for 'FLPM' and 'SLPM'. The default is 0.
alpha: float, optional
    Significance level of VaR, CVaR, EDaR, DaR, CDaR, EDaR, Tail Gini of losses.
    The default is 0.05.
a_sim: float, optional
    Number of CVaRs used to approximate Tail Gini of losses. The default is 100.
beta: float, optional
    Significance level of CVaR and Tail Gini of gains. If None it duplicates alpha value.
    The default is None.
b_sim: float, optional
    Number of CVaRs used to approximate Tail Gini of gains. If None it duplicates a_sim value.
    The default is None.
pie : bool, optional
    Display a pie chart of values, by default False
hist : bool, optional
    Display a histogram with risk measures, by default False
dd : bool, optional
    Display a drawdown chart with risk measures, by default False
rc-chart : float, optional
    Display a risk contribution chart for assets, by default False
heat : float, optional
    Display a heatmap of correlation matrix with dendrogram, by default False
external_axes: Optional[List[plt.Axes]]
    Optional axes to plot data on

Getting charts

portfolio.po.plot(weights, data: pandas.core.frame.DataFrame, category: Dict = None, title_opt: str = ‘’, freq: str = ‘D’, risk_measure: str = ‘MV’, risk_free_rate: float = 0, alpha: float = 0.05, a_sim: float = 100, beta: float = None, b_sim: float = None, pie: bool = False, hist: bool = False, dd: bool = False, rc_chart: bool = False, heat: bool = False, external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None, chart=True) 

Plot additional charts

Parameters
----------
weights: Dict
    Dict of portfolio weights
data: pd.DataFrame
    DataFrame of stock returns
title_opt: str
    Title to be used on the pie chart
freq: str, optional
    The frequency used to calculate returns. Default value is 'D'. Possible
    values are:
        - 'D' for daily returns.
        - 'W' for weekly returns.
        - 'M' for monthly returns.

risk_measure: str, optional
    The risk measure used to optimize the portfolio. If model is 'NCO',
    the risk measures available depends on the objective function.
    The default is 'MV'. Possible values are:

    - 'MV': Variance.
    - 'MAD': Mean Absolute Deviation.
    - 'MSV': Semi Standard Deviation.
    - 'FLPM': First Lower Partial Moment (Omega Ratio).
    - 'SLPM': Second Lower Partial Moment (Sortino Ratio).
    - 'VaR': Value at Risk.
    - 'CVaR': Conditional Value at Risk.
    - 'TG': Tail Gini.
    - 'EVaR': Entropic Value at Risk.
    - 'WR': Worst Realization (Minimax).
    - 'RG': Range of returns.
    - 'CVRG': CVaR range of returns.
    - 'TGRG': Tail Gini range of returns.
    - 'MDD': Maximum Drawdown of uncompounded cumulative returns (Calmar Ratio).
    - 'ADD': Average Drawdown of uncompounded cumulative returns.
    - 'DaR': Drawdown at Risk of uncompounded cumulative returns.
    - 'CDaR': Conditional Drawdown at Risk of uncompounded cumulative returns.
    - 'EDaR': Entropic Drawdown at Risk of uncompounded cumulative returns.
    - 'UCI': Ulcer Index of uncompounded cumulative returns.
    - 'MDD_Rel': Maximum Drawdown of compounded cumulative returns (Calmar Ratio).
    - 'ADD_Rel': Average Drawdown of compounded cumulative returns.
    - 'DaR_Rel': Drawdown at Risk of compounded cumulative returns.
    - 'CDaR_Rel': Conditional Drawdown at Risk of compounded cumulative returns.
    - 'EDaR_Rel': Entropic Drawdown at Risk of compounded cumulative returns.
    - 'UCI_Rel': Ulcer Index of compounded cumulative returns.

risk_free_rate: float, optional
    Risk free rate, must be in the same interval of assets returns.
    Used for 'FLPM' and 'SLPM'. The default is 0.
alpha: float, optional
    Significance level of VaR, CVaR, EDaR, DaR, CDaR, EDaR, Tail Gini of losses.
    The default is 0.05.
a_sim: float, optional
    Number of CVaRs used to approximate Tail Gini of losses. The default is 100.
beta: float, optional
    Significance level of CVaR and Tail Gini of gains. If None it duplicates alpha value.
    The default is None.
b_sim: float, optional
    Number of CVaRs used to approximate Tail Gini of gains. If None it duplicates a_sim value.
    The default is None.
pie : bool, optional
    Display a pie chart of values, by default False
hist : bool, optional
    Display a histogram with risk measures, by default False
dd : bool, optional
    Display a drawdown chart with risk measures, by default False
rc-chart : float, optional
    Display a risk contribution chart for assets, by default False
heat : float, optional
    Display a heatmap of correlation matrix with dendrogram, by default False
external_axes: Optional[List[plt.Axes]]
    Optional axes to plot data on
po maxdecorr