Active return
In this first exercise, you're going to calculate the active return of a portfolio that's managed against a benchmark. You've learned many ways of how to calculate total return over a period. For this exercise, you'll use the simple mean returns multiplied with the weights to obtain a total return for both the portfolio as well as the benchmark. Available is portfolio data containing weights and asset returns under portfolio_data
. Have a look at the data by running portfolio_data.head(10)
in the IPython Shell. Good luck!
Diese Übung ist Teil des Kurses
Introduction to Portfolio Analysis in Python
Interaktive Übung
Versuche dich an dieser Übung, indem du diesen Beispielcode vervollständigst.
# Check the portfolio weights
print(portfolio_data.____.____())