Index

A

aggregate_returns() (in module empyrical) alpha() (in module empyrical) alpha_beta() (in module empyrical)

annual_return() (in module empyrical) annual_volatility() (in module empyrical)

B

beta() (in module empyrical)

C

cagr() (in module empyrical) calmar_ratio() (in module empyrical)

cum_returns() (in module empyrical)

D

downside_risk() (in module empyrical)

I

information_ratio() (in module empyrical)

M

max_drawdown() (in module empyrical)

O

omega_ratio() (in module empyrical)

S

sharpe_ratio() (in module empyrical) sortino_ratio() (in module empyrical)

stability_of_timeseries() (in module empyrical)

T

tail_ratio() (in module empyrical)