okama.Portfolio.semideviation_annual

property Portfolio.semideviation_annual

Return semideviation annualized value for portfolio rate of return time series.

Semi-deviation (Downside risk) is the risk of the return being below the expected return.

Returns:

float

Annualized semi-deviation monthly value for portfolio rate of return time series.

Examples

>>> pf = ok.Portfolio(['MSFT.US', 'AAPL.US'])
>>> pf.semideviation_annual
0.1940393544621248