Python for Finance Cookbook

There's more...

Previously, we used the pf.create_simple_tear_sheet function, as it already contains a lot of useful metrics. To obtain even more details, we can use the pf.create_returns_tear_sheet function.

Some of the interesting new features include:

• A table with the top five drawdown periods: how bad the drawdown was, the peak/valley dates, the recovery date, and the duration. This table complements the analysis of the underwater plot, and is shown in the following image:

• The top five drawdown periods are also visualized on a separate plot:

• Plots describing the distribution of the portfolio returns: a summary of what the returns ...