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All Weather portfolio calculation bug
When I run code below I get strange Cumulative Return for portfolio 1,592.23% .
Link To Professional Portfolio Test
Quantstats Report:
------------------------- ---------- -----------
Start Period 2007-01-12 2007-01-12
End Period 2022-04-01 2022-04-01
Risk-Free Rate 0.0% 0.0%
Time in Market 99.0% 99.0%
Cumulative Return 1,592.23% 326.18%
Portfolio test
%matplotlib inline
import quantstats as qs
qs.extend_pandas()
tickers = {
'VTI' : 0.30,
'IEI' : 0.15,
'TLT' : 0.40,
'GLD' : 0.075,
'GSG' : 0.075
}
all_season_port = qs.utils.make_index(ticker_weights=tickers)
qs.reports.full(all_season_port, 'SPY')
Were you able to find out why this happened?