real_drawdowns

property Portfolio.real_drawdowns

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

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

Returns:

Series: Real drawdowns time series for the portfolio.

See also

drawdowns: Calculate drawdowns (not adjusted for inflation).

Examples

>>> import matplotlib.pyplot as plt

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

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