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