mean_return_monthly

property Portfolio.mean_return_monthly

Calculate monthly mean return (arithmetic mean) for the portfolio rate of return time series.

Mean return calculated for the full history period.

Returns:

float

Mean return value.

Examples

>>> pf = ok.Portfolio(["ISF.LSE", "XGLE.LSE"], weights=[0.6, 0.4], ccy="GBP")
>>> pf.mean_return_monthly
0.0001803312727272665