real_drawdowns

property AssetList.real_drawdowns

Calculate real (inflation-adjusted) drawdowns time series for the assets.

The real drawdown is the percent decline from a previous peak in the inflation-adjusted wealth index. AssetList should be initiated with inflation=True for real drawdowns.

Returns:

DataFrame: Time series of real drawdowns.

See also

drawdowns: Calculate drawdowns (not adjusted for inflation).

Examples

>>> import matplotlib.pyplot as plt

>>> al = ok.AssetList(["SPY.US", "BND.US"], inflation=True, last_date="2021-08")
>>> al.real_drawdowns.plot()
>>> plt.show()

../_images/okama-AssetList-real_drawdowns-1.png