PortfolioStats class

The PortfolioStats class is a model that contains all the statistics of a portfolio.

Constructors

PortfolioStats({required Candles? candles, required double? riskFree, required double? totalReturn, required double? cagr, required List<List<PortfolioRiskModel>> correlation, required List<PortfolioRiskModel> riskModels, required double? maxDrawdown, required double? calmar, required double? mtd, required double? threeMonth, required double? sixMonth, required double? ytd, required double? oneYear, required double? threeYear, required double? fiveYear, required double? tenYear, required double? inception, required double? dailySharpe, required double? dailySortino, required double? dailyMean, required double? dailyVolume, required double? dailySkew, required double? dailyKurt, required double? bestDay, required double? worstDay, required double? monthlySharpe, required double? monthlySortino, required double? monthlyMean, required double? monthlyVol, required double? monthlySkew, required double? monthlyKurt, required double? bestMonth, required double? worstMonth, required double? yearlySharpe, required double? yearlySortino, required double? yearlyMean, required double? yearlyVol, required double? yearlySkew, required double? yearlyKurt, required double? bestYear, required double? worstYear, required double? avgDrawdown, required double? avgDrawdownDays, required double? avgUpMonth, required double? avgDownMonth, required double? winYearPerc, required double? twelveMonthWinPerc})

PortfolioStats.fromJson(Map<String, dynamic> json, Candles candles, List<PortfolioRiskModel> riskModels, List<List<PortfolioRiskModel>> correlation)

factory

Properties

avgDownMonth ↔ double?

getter/setter pair

avgDrawdown ↔ double?

getter/setter pair

avgDrawdownDays ↔ double?

getter/setter pair

avgUpMonth ↔ double?

getter/setter pair

bestDay ↔ double?

getter/setter pair

bestMonth ↔ double?

getter/setter pair

bestYear ↔ double?

getter/setter pair

cagr ↔ double?

getter/setter pair

calmar ↔ double?

getter/setter pair

candles ↔ Candles?

getter/setter pair

correlation ↔ List<List<PortfolioRiskModel>>

getter/setter pair

dailyKurt ↔ double?

getter/setter pair

dailyMean ↔ double?

getter/setter pair

dailySharpe ↔ double?

getter/setter pair

dailySkew ↔ double?

getter/setter pair

dailySortino ↔ double?

getter/setter pair

dailyVolume ↔ double?

getter/setter pair

fiveYear ↔ double?

getter/setter pair

hashCode → int

The hash code for this object.

no setter, inherited

inception ↔ double?

getter/setter pair

maxDrawdown ↔ double?

getter/setter pair

monthlyKurt ↔ double?

getter/setter pair

monthlyMean ↔ double?

getter/setter pair

monthlySharpe ↔ double?

getter/setter pair

monthlySkew ↔ double?

getter/setter pair

monthlySortino ↔ double?

getter/setter pair

monthlyVol ↔ double?

getter/setter pair

mtd ↔ double?

getter/setter pair

oneYear ↔ double?

getter/setter pair

riskFree ↔ double?

getter/setter pair

riskModels ↔ List<PortfolioRiskModel>

getter/setter pair

runtimeType → Type

A representation of the runtime type of the object.

no setter, inherited

sixMonth ↔ double?

getter/setter pair

tenYear ↔ double?

getter/setter pair

threeMonth ↔ double?

getter/setter pair

threeYear ↔ double?

getter/setter pair

totalReturn ↔ double?

getter/setter pair

twelveMonthWinPerc ↔ double?

getter/setter pair

winYearPerc ↔ double?

getter/setter pair

worstDay ↔ double?

getter/setter pair

worstMonth ↔ double?

getter/setter pair

worstYear ↔ double?

getter/setter pair

yearlyKurt ↔ double?

getter/setter pair

yearlyMean ↔ double?

getter/setter pair

yearlySharpe ↔ double?

getter/setter pair

yearlySkew ↔ double?

getter/setter pair

yearlySortino ↔ double?

getter/setter pair

yearlyVol ↔ double?

getter/setter pair

ytd ↔ double?

getter/setter pair

Methods

noSuchMethod(Invocation invocation) → dynamic

Invoked when a nonexistent method or property is accessed.

inherited

toJson() → Map<String, dynamic>

toString() → String

A string representation of this object.

inherited

Operators

operator ==(Object other) → bool

The equality operator.

inherited