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Portfolio Class Documentation Summary

The Portfolio class consists of three main components: PDF Scraper, Assets, and Performance.

Assets Component

The Assets component is responsible for managing and processing individual portfolio holdings. Key properties include stocks, ETFs, funds, bonds, and various allocation metrics. Users can scrape data from a Schwab PDF statement and calculate asset and sector allocations.

Properties

  1. stocks
  2. exchange_traded_funds
  3. equity_funds
  4. corporate_bonds
  5. bond_partial_calls
  6. bond_funds
  7. fixed_income_etfs
  8. treasuries
  9. money_market_funds
  10. cash_holding
  11. options
  12. allocation
  13. sector_allocation
  14. assets_sorted_by_sector

Usage Examples

1. Scrape stocks and corporate bonds from the Schwab PDF Statement

stocks = portfolio.assets.stocks
corporate_bonds = portfolio.assets.corporate_bonds

2. Calculate Portfolio Asset Allocation

asset_allocation = portfolio.assets.allocation

3. Calculate Sector Allocation

sector_allocation = portfolio.assets.sector_allocation

Performance Component

The Performance component calculates returns and risk measures for the portfolio. Properties include time-weighted returns, risk measures report, standard deviation, annualized standard deviation, variance, and Sharpe ratio. Users can calculate the time-weighted return and various risk measures.

Properties

  1. time_weighted_returns
  2. risk_measures_report
  3. standard_deviation
  4. annualized_standard_deviation
  5. variance
  6. sharpe_ratio

Usage Examples

1. Calculate the time weighted return of the portfolio

time_weighted_returns = portfolio.performance.time_weighted_returns

2. Calculate all risk measures, including variance and annualized standard deviation.

risk_measures = portfolio.performance.risk_measures

Portfolio Class Instance

The Portfolio class instance integrates both the Assets and Performance components. It offers a method, return_contribution, to analyze the contribution of returns to the portfolio.

Properties

  1. return_contribution

Usage Example

return_contribution = portfolio.return_contribution