survival_date_hist

PortfolioDCF.survival_date_hist(threshold=0)

Get the date when the portfolio balance become negative considering withdrawals on the historical data.

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

Parameters:

thresholdfloat, default 0

The percentage of the initial investments when the portfolio balance considered voided. This parameter is important to use in cash flow strategies with a fixed withdrawal percentage (PercentageStrategy).

Returns:

pd.Timestamp

The portfolio survival date.

Examples

>>> pf = ok.Portfolio(["SPY.US", "AGG.US"], ccy="USD", first_date="2010-01", last_date="2024-10")
>>> # set cash flow strategy
>>> ind = ok.IndexationStrategy(pf)  # create cash flow strategy linked to the portfolio
>>> ind.initial_investment = 10_000  # add initial investment to cash flow strategy
>>> ind.amount = -2_500  # set annual withdrawal size
>>> ind.frequency = "year"  # set withdrawal frequency to year
>>> pf.dcf.cashflow_parameters = ind
>>> # Calculate the historical survival period for the cash flow strategy
>>> pf.dcf.survival_date_hist(threshold=0)
Timestamp('2015-01-31 00:00:00')