okama.Portfolio.risk_annual

property Portfolio.risk_annual

Calculate annualized risk expanding time series for portfolio.

Risk is a standard deviation of the rate of return.

Annualized risk is calculated for rate of retirun time series for the sample from ‘first_date’ to ‘last_date’.

Returns:

Series

Annualized standard deviation of the monthly return expanding time series.

Examples

>>> pf = ok.Portfolio(['MSFT.US', 'AAPL.US'])
>>> pf.risk_annual
date
1986-05    0.285175
1986-06    0.890909
1986-07    0.616876
1986-08    0.632270
1986-09    0.509642
             ...
2023-08    0.428297
2023-09    0.427350
2023-10    0.426961
2023-11    0.427930