stats_sharpe-ratio
Calculate the Sharpe ratio from a returns series to measure risk-adjusted investment performance, supporting custom risk-free rates and annualization factors.
Instructions
Standalone Sharpe ratio from a returns series.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| returns | Yes | Array of periodic returns | |
| risk_free_rate | No | Annual risk-free rate | |
| annualization_factor | No | Trading days per year |