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Feature request: extract performance attributes as attributes #611

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robertmartin8 opened this issue Nov 30, 2024 · 0 comments
Open

Feature request: extract performance attributes as attributes #611

robertmartin8 opened this issue Nov 30, 2024 · 0 comments
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enhancement New feature or request

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@robertmartin8
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I was wondering if there is an easy way you could allow for object calls to ef such that one could retrieve single values as primitive types. Below is current and proposed executions and returns:

CURRENT
Executed ->
ef.portfolio_performance(verbose=True)
Returns ->
Expected annual return: 30.5%
Annual volatility: 22.2%
Sharpe Ratio: 1.28

PROPOSED
Executed ->
print(ef.expect_annual_returns)
print(ef.annual_volatility)
print(ef.sharpe_ratio)
Returns ->
.305
.222
1.28

@robertmartin8 robertmartin8 added the enhancement New feature or request label Nov 30, 2024
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