quantopy.ReturnDataFrame.annualized¶

ReturnDataFrame.annualized(period=<period.MONTHLY: 3>)[source]¶

Determines the annualized rate of return. Commonly used for comparison of investment that have different time lenghts.

Parameters

periodperiod, default period.MONTHLY: Defines the periodicity of the ‘returns’ for purposes of annualizing.

Returns

ReturnSeries: The annualized rate of return

Examples

>>> rdf = qp.ReturnDataFrame(
                {
                    "stock_1": [0.01, 0.02],
                    "stock_2": [-0.333333, 0.75]
                }
            )
>>> rdf.gmean()
stock_1    0.014988
stock_2    0.080124
dtype: float64
>>> rdf.annualized(period=qp.stats.period.DAILY)
stock_1    4.147318e+01
stock_2    2.724726e+08
dtype: float64
>>> rdf.annualized(period=qp.stats.period.WEEKLY)
stock_1     1.167505
stock_2    54.032872
dtype: float64
>>> rdf.annualized(period=qp.stats.period.MONTHLY)
stock_1    0.195444
stock_2    1.521634
dtype: float64
>>> rdf.annualized(period=qp.stats.period.YEARLY)
stock_1    0.014988
stock_2    0.080124
dtype: float64

quantopy.ReturnDataFrame quantopy.ReturnDataFrame.cumulated