okama.Portfolio.diversification_ratio

property Portfolio.diversification_ratio

Calculate Diversification Ratio for the portfolio.

The Diversification Ratio is the ratio of the weighted average of assets risks divided by the portfolio risk. In this case risk is the annuilized standatd deviation for the rate of return .

Returns:

float

Examples

>>> pf = ok.Portfolio(['VOO.US', 'BND.US'], weights=[0.7, 0.3], last_date='2021-12')
>>> pf.diversification_ratio
1.1264305597257505