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