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