okama.Portfolio.mean_return_monthly

property Portfolio.mean_return_monthly

Calculate monthly 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(['ISF.LSE', 'XGLE.LSE'], weights=[0.6, 0.4], ccy='GBP')
>>> pf
0.0001803312727272665