get_monthly_geometric_mean_return

Portfolio.get_monthly_geometric_mean_return()

Calculate monthly geometric mean return for the portfolio.

The geometric mean return is the constant periodic return that would produce the same final value as a sequence of varying periodic returns when compounded over time.

Returns:

float

Monthly geometric mean return value.

Examples

>>> pf = ok.Portfolio(["SPY.US", "AGG.US"], weights=[0.6, 0.4])
>>> pf.get_monthly_geometric_mean_return()
0.005321