portfolio-analysis

Intro

Tools and statistics to analyze a portfolio's performance, e.g. CAGR, Sortino, Drawdowns, Sharpe and Calmar.

Comes without dependencies.

Usage

Installation:

npm i -S portfolio-analysis

Usage:

import { getSortino } from 'portfolio-analysis';

const sortino = getSortino([25.2, 25.1, 25.7, 25.3]);
```

# Available Stats

For now: See `main.mjs` and `main.test.mjs`.