okama.EfficientFrontier.mean_return_range

property EfficientFrontier.mean_return_range

Calculate the range of mean monthly returns (from min to max).

Number of values in the range is defined by ‘n_points’.

Returns:

numpy.ndarray

Monthly rate of return values from min to max.

Examples

>>> ef = ok.EfficientFrontier(['SPY.US', 'AGG.US', 'GLD.US'], last_date='2021-07')
>>> ef.mean_return_range
array([0.0033745 , 0.00367816, 0.00398182, 0.00428547, 0.00458913,
0.00489279, 0.00519645, 0.00550011, 0.00580376, 0.00610742,
0.00641108, 0.00671474, 0.00701839, 0.00732205, 0.00762571,
0.00792937, 0.00823303, 0.00853668, 0.00884034, 0.009144  ])