okama.Portfolio.semideviation_monthly
- property Portfolio.semideviation_monthly
Calculate semi-deviation monthly 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
Semi-deviation monthly value for portfolio rate of return time series.
Examples
>>> pf = ok.Portfolio(['MSFT.US', 'AAPL.US']) >>> pf.semideviation_monthly 0.05601433676604449