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