om
- Model
- Chart
Get omega ratio
Source Code: [link]
openbb.portfolio.om(portfolio_engine: portfolio_engine.PortfolioEngine, threshold_start: float = 0, threshold_end: float = 1.5)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. | None | False |
| threshold_start | float | annualized target return threshold start of plotted threshold range | 0 | True |
| threshold_end | float | annualized target return threshold end of plotted threshold range | 1.5 | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | DataFrame with portfolio omega ratio |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.om(p)
Display omega ratio
Source Code: [link]
openbb.portfolio.om_chart(portfolio_engine: portfolio_engine.PortfolioEngine, threshold_start: float = 0, threshold_end: float = 1.5)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. | None | False |
| threshold_start | float | annualized target return threshold start of plotted threshold range | 0 | True |
| threshold_end | float | annualized target return threshold end of plotted threshold range | 1.5 | True |
Returns
This function does not return anything