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OpenBB/website/content/sdk/reference/portfolio/es.md
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title, description
title description
es OpenBB SDK Function

es

Get portfolio expected shortfall

Source Code: [link]

openbb.portfolio.es(portfolio_engine: portfolio_engine.PortfolioEngine, use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9)

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
use_mean if one should use the data mean return False True
distribution str choose distribution to use: logistic, laplace, normal normal True
percentile float es percentile (%) 99.9 True

Returns

Type Description
pd.DataFrame DataFrame with portfolio expected shortfall