get_rolling_returns
Calculates rolling-return distribution for a fund across chosen windows, showing min, max, mean, median annualised returns and how often returns were positive or above a threshold.
Instructions
Rolling-return distribution for a fund.
Shows min, max, mean and median annualised return across all window_years
windows in its history, plus how often it was positive and above
threshold_pct. Better than a single start-to-end return.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| step_days | No | ||
| scheme_code | Yes | ||
| window_years | No | ||
| threshold_pct | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||