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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
calmar Documentation for the Calmar Ratio function in OpenBB Terminal, a Python library. It includes parameters, type of return, and examples of use. This function is a key tool for risk measurement in portfolio management, calculating the ratio of the portfolio's performance to its downside risk.
calmar ratio
OpenBB finance
portfolio metrics
portfolio analysis
portfolio management
risk measurement
Python library
benchmark performance
financial data analysis

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Get calmar ratio

Source Code: [link]

openbb.portfolio.metric.calmar(portfolio_engine: portfolio_engine.PortfolioEngine, window: int = 756)

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
window int Interval used for rolling values 756 True

Returns

Type Description
pd.DataFrame DataFrame of calmar ratio of the benchmark and portfolio during different time periods

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.metric.calmar(p)