sharpe_ratio

qf_lib.common.utils.ratios.sharpe_ratio.sharpe_ratio(qf_series: QFSeries, frequency: Frequency, risk_free: float = 0) → float

Calculates the Sharpe Ratio for a given timeseries of returns and given frequency.

Parameters:

• qf_series (QFSeries) – financial series

• frequency (Frequency) – frequency of the series

• risk_free (float) – risk free rate

Returns:

Sharpe Ratio for given series and frequency

Return type:

float