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OpenBB/website/content/terminal/reference/portfolio/metric.md
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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
metric This page provides detailed instructions on how to display a chosen metric for different periods. It discusses parameters such as volatility, sharpe, sortino, etc. and how to set the risk-free rate for calculations.
metric
risk free rate
volatility
sharpe ratio
sortino ratio
max drawdown
R square
skew
kurtosis
gain to pain
tracker
information ratio
tail ratio
common sense ratio
jensens alpha
calmar ratio
kelly criterion
payoff ratio
profit factor

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

Display metric of choice for different periods

Usage

metric [-m METRIC] [-r RISK_FREE_RATE]

Parameters

Name Description Default Optional Choices
metric Set metric of choice True True volatility, sharpe, sortino, maxdrawdown, rsquare, skew, kurtosis, gaintopain, trackerr, information, tail, commonsense, jensens, calmar, kelly, payoff, profitfactor
risk_free_rate Set risk free rate for calculations. 0 True None