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replaced "access" with "excess" in comments #403

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replaced "access" with "excess" in comments #403

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8 changes: 4 additions & 4 deletions quantstats/stats.py
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Original file line number Diff line number Diff line change
Expand Up @@ -271,7 +271,7 @@ def autocorr_penalty(returns, prepare_returns=False):

def sharpe(returns, rf=0.0, periods=252, annualize=True, smart=False):
"""
Calculates the sharpe ratio of access returns
Calculates the sharpe ratio of excess returns

If rf is non-zero, you must specify periods.
In this case, rf is assumed to be expressed in yearly (annualized) terms
Expand Down Expand Up @@ -327,7 +327,7 @@ def rolling_sharpe(

def sortino(returns, rf=0, periods=252, annualize=True, smart=False):
"""
Calculates the sortino ratio of access returns
Calculates the sortino ratio of excess returns

If rf is non-zero, you must specify periods.
In this case, rf is assumed to be expressed in yearly (annualized) terms
Expand Down Expand Up @@ -510,7 +510,7 @@ def gain_to_pain_ratio(returns, rf=0, resolution="D"):
def cagr(returns, rf=0.0, compounded=True, periods=252):
"""
Calculates the communicative annualized growth return
(CAGR%) of access returns
(CAGR%) of excess returns

If rf is non-zero, you must specify periods.
In this case, rf is assumed to be expressed in yearly (annualized) terms
Expand All @@ -534,7 +534,7 @@ def cagr(returns, rf=0.0, compounded=True, periods=252):

def rar(returns, rf=0.0):
"""
Calculates the risk-adjusted return of access returns
Calculates the risk-adjusted return of excess returns
(CAGR / exposure. takes time into account.)

If rf is non-zero, you must specify periods.
Expand Down