okama.PortfolioDCF.survival_period

property PortfolioDCF.survival_period

Calculate the period when the portfolio has positive balance considering withdrawals on the historical data.

The portfolio survival period (longevity period) depends on the investment strategy: asset allocation, rebalancing, withdrawals rate etc.

The withdrawals are defined by the cashflow parameter of the portfolio.

Returns:

float

The portfolio survival period (longevity period) in years.

Examples

>>> pf = ok.Portfolio(
...    ['SPY.US', 'AGG.US'],
...    ccy='USD',
...    first_date='2010-01',
...    initial_amount=100_000,
...    cashflow=-1_000
...)
>>> pf.dcf.survival_period
11.6