added new properties to result.rst

cvxgrp · Sep 29, 2023 · e7333e7 · e7333e7
1 parent 3529f8c
commit e7333e7
Showing 1 changed file with 23 additions and 3 deletions.
diff --git a/docs/result.rst b/docs/result.rst
@@ -1,5 +1,5 @@
-Backtests 
-=========
+Back-test result 
+================
 
 .. automodule:: cvxportfolio.result
 
@@ -47,21 +47,41 @@ Backtests
     .. autoproperty:: annualized_quadratic_risk
 
     .. autoproperty:: excess_returns
+
+    .. autoproperty:: excess_volatility
 
     .. autoproperty:: average_excess_return
 
     .. autoproperty:: annualized_average_excess_return
 
     .. autoproperty:: annualized_excess_volatility
-
+
+    .. autoproperty:: active_returns
+
+    .. autoproperty:: active_volatility
+
+    .. autoproperty:: average_active_return
+
+    .. autoproperty:: annualized_average_active_return
+
+    .. autoproperty:: annualized_active_volatility
+
     .. autoproperty:: sharpe_ratio
 
+    .. autoproperty:: information_ratio
+
     .. autoproperty:: excess_growth_rates
 
     .. autoproperty:: average_excess_growth_rate
 
     .. autoproperty:: annualized_average_excess_growth_rate
+
+    .. autoproperty:: active_growth_rates
 
+    .. autoproperty:: average_active_growth_rate
+
+    .. autoproperty:: annualized_average_active_growth_rate
+
     .. autoproperty:: drawdown
 
     .. automethod:: plot