fn_registry/python/functions/finance/sharpe_ratio.md

name, kind, lang, domain, version, purity, signature, description, tags, uses_functions, uses_types, returns, returns_optional, error_type, imports, tested, tests, test_file_path, file_path

name	kind	lang	domain	version	purity	signature	description	tags	uses_functions	uses_types	returns	returns_optional	error_type	imports	tested	tests	test_file_path	file_path
sharpe_ratio	function	py	finance	1.0.0	pure	def sharpe_ratio(returns: list, risk_free_rate: float, periods_per_year: float) -> float	Calcula el Sharpe Ratio anualizado de una serie de retornos.	finance sharpe risk performance python				false		math	false			python/functions/finance/finance.py

Ejemplo

daily_returns = [0.01, -0.005, 0.008, 0.003, -0.002, 0.006, 0.004]
sr = sharpe_ratio(daily_returns, 0.02, 252.0)
# Sharpe ratio anualizado

Notas

risk_free_rate es la tasa anual (ej: 0.02 para 2%). Se convierte a tasa por periodo internamente. periods_per_year indica la frecuencia de los retornos (252 para diarios, 12 para mensuales). Retorna 0.0 si la desviacion estandar es cero o la lista esta vacia.