cagr

qf_lib.common.utils.returns.cagr.cagr(qf_series: QFSeries, frequency=None)[source]

Returns the Compound Annual Growth Rate (CAGR) calculated for the given series.

Parameters:

  • qf_series (QFSeries) – series of returns of an asset

  • frequency (Frequency) – Frequency of the timeseries of returns; if it is None (by default) it is inferred from the timeseries of returns

Returns:

annual compound return for the given series of prices

Return type:

float