annualise_total_return

qf_lib.common.utils.returns.annualise_total_return.annualise_total_return(total_return: float, period_length_in_years: float, returns_type: type) float[source]

Calculates Annualised Rate of Return.

Parameters:
  • total_return (float) – return over the whole period expressed as number

  • period_length_in_years (float) – time to achieve the total return, expressed in years

  • returns_type (type) – type of the returns

Returns:

Annualised Rate of Return as number

Return type:

float