Calculates the gain to pain ratio for a given timeseries of returns.
gain_to_pain_ratio is calculated for monthly returns
gain_to_pain_ratio = sum(all returns) / abs(sum(negative returns)
- Parameters:
qf_series (QFSeries) – financial series
- Returns:
< 0 is bad
> 1 is good
> 1.5 is exceptionally good
- Return type:
float