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58 lines
1.8 KiB
Markdown
Vendored
58 lines
1.8 KiB
Markdown
Vendored
---
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title: var
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description: This documentation page describes the portfolio variance function in
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OpenBB finance. It provides information on parameters, return values and usage examples
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of the function.
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keywords:
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- OpenBB finance
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- Portfolio variance
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- Python finance library
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- Python code examples
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- Financial data analysis
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- Financial risk assessment
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="portfolio.var - Reference | OpenBB SDK Docs" />
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Get portfolio VaR
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_model.py#L1751)]
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```python
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openbb.portfolio.var(portfolio_engine: portfolio_engine.PortfolioEngine, use_mean: bool = False, adjusted_var: bool = False, student_t: bool = False, percentile: float = 99.9)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations.<br/>Use `portfolio.load` to create a PortfolioEngine. | None | False |
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| use_mean | bool | if one should use the data mean return | False | True |
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| adjusted_var | bool | if one should have VaR adjusted for skew and kurtosis (Cornish-Fisher-Expansion) | False | True |
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| student_t | bool | If one should use the student-t distribution | False | True |
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| percentile | float | var percentile (%) | 99.9 | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | DataFrame with portfolio VaR |
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---
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## Examples
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```python
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from openbb_terminal.sdk import openbb
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p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
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output = openbb.portfolio.var(p)
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```
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---
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