Interface SharpePlotPoint

Point on the efficient-frontier plot (stdev and ret in decimal form).

interface SharpePlotPoint {
    label: string;
    ret: number;
    stdev: number;
    weights?: { asset: string; weight: number }[];
}

Index

Properties

label ret stdev weights?

Properties

label

label: string

ret

ret: number

stdev

stdev: number

`Optional`weights

weights?: { asset: string; weight: number }[]

Optional asset weights for tooltip (e.g. Current Portfolio, Max Sharpe).