quantopy.ReturnSeries.annualized¶
- ReturnSeries.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
- np.float64
The annualized rate of return
Examples
>>> rs = qp.ReturnSeries([0.01, 0.02]) >>> rs.gmean() 0.014987 >>> rs.annualized(period=qp.stats.period.DAILY) 41.47317 >>> rs.annualized(period=qp.stats.period.WEEKLY) 1.167505 >>> rs.annualized(period=qp.stats.period.MONTHLY) 0.195444 >>> rs.annualized(period=qp.stats.period.YEARLY) 0.195444