okama.AssetList.real_mean_return

property AssetList.real_mean_return

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

Real rate of return is adjusted for inflation. Real return is defined if there is an inflation=True option in AssetList.

Returns:

Series

Mean real return value for each asset.

Examples

>>> x = ok.AssetList(['MCFTR.INDX', 'RGBITR.INDX'], ccy='RUB', inflation=True)
>>> x.real_mean_return
MCFTR.INDX     0.118116
RGBITR.INDX    0.017357
dtype: float64