sterling-ratio

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Innovativaltd / RiskAdjustedReturn
Download NIFTY historic data and calculate Calmar Ratio, Sortino Ratio, Sterling ratio, Sharpe Ratio, Treynor ratio, Jensens alpha, Information ratio, Appraisal ratio, Tracking error, Max drawdown, Average drawdown. Select the best stocks based on Risk Adjusted Return and other parameters like debt to equity, insider holding, profit margin etc.
sharpe-ratio sterling-ratio sortino-ratio calmar-ratio risk-adjusted-return treynor-ratio jensen-s-alpha information-ratio appraisal-ratio tracking-error max-drawdown average-drawdown debt-to-equity profit-margin
Language:Jupyter Notebook 4

Innovativaltd / RiskAdjustedReturn