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