okama.Portfolio.mean_return_annual

property Portfolio.mean_return_annual

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

Mean return calculated for the full history period.

Returns:

Float

Mean return value.

Examples

>>> pf = ok.Portfolio(['XCS6.XETR', 'PHAU.LSE'], weights=[0.85, 0.15], ccy='USD')
>>> pf.names
{'XCS6.XETR': 'Xtrackers MSCI China UCITS ETF 1C', 'PHAU.LSE': 'WisdomTree Physical Gold'}
>>> pf.mean_return_annual
0.09005826844072184