okama.AssetList.mean_return

property AssetList.mean_return

Calculate annualized mean return (arithmetic mean) for the rate of return time series (each asset).

Mean return calculated for the full history period. Arithmetic mean for the inflation is also shown if there is an inflation=True option in AssetList.

Returns:

Series

Mean return value for each asset.

Examples

>>> x = ok.AssetList(['MCFTR.INDX', 'RGBITR.INDX'], ccy='RUB', inflation=True)
>>> x.mean_return
MCFTR.INDX     0.209090
RGBITR.INDX    0.100133
dtype: float64