Computes the Adjusted Sharpe Ratio.
Computes the Annualized Adjusted Sharpe Ratio.
Computes the annualized return.
Computes the Annualized Risk (Standard Deviation).
Computes the Average Drawdown.
Compound Annual Growth Rate.
Computes the Continuous Drawdown.
Historical Conditional Value-At-Risk (CVaR).
Internal rate of return on an investment based on a series of periodic cash flows.
Modified Dietz Return.
Modigliani-Modigliani measure (M2).
Percentage of positive values in array or matrix.
Convert a return series to a value series with a start value.
Simple Rate of Return.
Computes the Sharpe Ratio.
Convert price series to returns.
Convert a return series to a monthly series.
Convert a time series to a weekly frequency.
Tracking Error (ex-post).
True Time-weighted return.
Usage
import * as quants__Quantitative_finance_and_portfolio_analytics_functions___This_module_provides_utilities_for____Performance_metrics__Sharpe__Sortino__Treynor__Jensen_alpha__etc_____Risk_metrics__drawdown__VaR__tracking_error__downside_risk__etc_____Return_calculations__CAGR__TWR__IRR__annualized_returns__etc_____Portfolio_metrics__information_ratio__active_return__etc_____Time_series_conversion__toweekly__tomonthly__ret_tick__tick_ret____Statistical_measures__Hurst_exponent__etc__ from "quants/index.ts";