okama.AssetList.annual_return_ts

property AssetList.annual_return_ts

Calculate annual rate of return time series for each asset.

Rate of return is calculated for each calendar year.

Returns:

DataFrame

Calendar annual rate of return time series.

Examples

>>> import matplotlib.pyplot as plt
>>> al = ok.AssetList(['SPY.US', 'BND.US'], last_date='2021-08')
>>> al.annual_return_ts.plot(kind='bar')
>>> plt.show()