Tools and statistics to analyze a portfolio's performance, e.g. CAGR, Sortino, Drawdowns, Sharpe and Calmar.
Comes without dependencies.
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`.