API Reference ------------- .. autofunction:: empyrical.cum_returns .. autofunction:: empyrical.aggregate_returns .. autofunction:: empyrical.max_drawdown .. autofunction:: empyrical.annual_return .. autofunction:: empyrical.annual_volatility .. autofunction:: empyrical.calmar_ratio .. autofunction:: empyrical.omega_ratio .. autofunction:: empyrical.sharpe_ratio .. autofunction:: empyrical.sortino_ratio .. autofunction:: empyrical.downside_risk .. autofunction:: empyrical.information_ratio .. autofunction:: empyrical.alpha_beta .. autofunction:: empyrical.alpha .. autofunction:: empyrical.beta .. autofunction:: empyrical.stability_of_timeseries .. autofunction:: empyrical.tail_ratio .. autofunction:: empyrical.cagr