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[Bug] Update etf/pir to v1.1.2 and new functionality #4014

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JerBouma opened this issue Jan 19, 2023 · 0 comments · Fixed by #4031
Closed

[Bug] Update etf/pir to v1.1.2 and new functionality #4014

JerBouma opened this issue Jan 19, 2023 · 0 comments · Fixed by #4031
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@JerBouma
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JerBouma commented Jan 19, 2023

This should fix the current error it is showing as it relied on an older version of yfinance. I also made the report look neater, cleaning up some naming. It also shouldn't be marked grey as the command runs independently from the load functionality.

image

Furthermore, this release also contains new functionality. Up to you whether it is relevant to incorporate in the OpenBB Terminal and/or OpenBB SDK. See below.

import thepassiveinvestor as pi

# Collect data from a set of ETFs and compare them
etf_comparison = pi.collect_data(['VOO', 'QQQ', 'ARKG', 'VUG', 'SCHA', 'VWO'], comparison=True)

# Show the comparison
etf_comparison

Which returns the following:

VOO QQQ ARKG VUG SCHA VWO
('sector_holdings', 'realestate') 2.75% 0.29% 0% 2.55% 7.16% 2.95%
('sector_holdings', 'consumer_cyclical') 10.13% 14.2% 0% 18.09% 12.75% 12.92%
('sector_holdings', 'basic_materials') 2.4% 0% 0% 2.01% 4.35% 9.34%
('sector_holdings', 'consumer_defensive') 7.38% 6.67% 0% 2.92% 4.12% 6.23%
('sector_holdings', 'technology') 23.65% 47.62% 3.41% 41.19% 14.18% 15.49%
('sector_holdings', 'communication_services') 7.43% 15.99% 0% 11.96% 2.74% 8.72%
('sector_holdings', 'financial_services') 13.7% 0.74% 0% 6.95% 15.68% 20.63%
('sector_holdings', 'utilities') 2.43% 0.88% 0% 0% 1.83% 3.78%
('sector_holdings', 'industrials') 8.82% 4.75% 0% 4.64% 16.16% 7.26%
('sector_holdings', 'energy') 5.11% 0.49% 0% 1.35% 5.85% 5.36%
('sector_holdings', 'healthcare') 15.27% 7.54% 96.58% 8.13% 13.98% 4.6%
('annual_returns', '2022') -18.15% -32.49% -53.94% -33.13% -19.8% -17.72%
('annual_returns', '2021') 28.66% 27.24% -33.89% 27.26% 16.35% 0.96%
('annual_returns', '2020') 18.35% 48.6% 180.51% 40.16% 19.35% 15.32%
('annual_returns', '2019') 31.46% 39.12% 43.75% 37.26% 26.54% 20.4%
('annual_returns', '2018') -4.42% -0.14% 0.59% -3.32% -11.75% -14.57%
('annual_returns', '2017') 21.78% 32.7% 45.41% 27.8% 15.04% 31.38%
('key_characteristics', 'fundInceptionDate') 2010-09-07 1999-03-10 2014-10-31 2004-01-26 2009-11-03 2005-03-04
('key_characteristics', 'category') Large Blend Large Growth Health Large Growth Small Blend Diversified Emerging Mkts
('key_characteristics', 'totalAssets') 744769716224 145931501568 1899108352 132303921152 13327223808 93044613120
('key_characteristics', 'currency') USD USD USD USD USD USD
('key_characteristics', 'navPrice') 366.24 281.03 32.79 225.08 43.42 41.9
('key_characteristics', 'previousClose') 365.67 281.54 33.43 225.66 43.41 41.92
('risk_data_3y', 'year') 3y 3y 3y 3y 3y 3y
('risk_data_3y', 'alpha') -0.04 0.76 -4.62 -1.7 -3.72 -1.28
('risk_data_3y', 'beta') 1 1.08 1.32 1.11 1.15 0.9
('risk_data_3y', 'meanAnnualReturn') 0.8 0.92 0.25 0.74 0.6 0.05
('risk_data_3y', 'rSquared') 100 87.57 41.82 90.79 82.66 76.68
('risk_data_3y', 'stdDev') 21.17 24.49 41.28 24.6 26.8 20.04
('risk_data_3y', 'sharpeRatio') -0.55 -0.7 0.27 -0.72 1.58 2
('risk_data_3y', 'treynorRatio') 6.76 7.04 -4.51 4.7 2.44 -2.53
('risk_data_5y', 'year') 5y 5y 5y 5y 5y 5y
('risk_data_5y', 'alpha') -0.04 2.15 2.44 -0.2 -5.06 -0.93
('risk_data_5y', 'beta') 1 1.1 1.5 1.1 1.16 0.94
('risk_data_5y', 'meanAnnualReturn') 0.89 1.16 0.98 0.96 0.6 0.11
('risk_data_5y', 'rSquared') 100 88.49 45.66 91.7 83.48 78.97
('risk_data_5y', 'stdDev') 18.69 21.85 39.32 21.4 23.73 18.27
('risk_data_5y', 'sharpeRatio') -0.19 -0.44 -0.12 -0.3 1.77 1.58
('risk_data_5y', 'treynorRatio') 8.04 9.81 1.98 7.55 2.69 -1.74
('risk_data_10y', 'year') 10y 10y 10y 10y 10y 10y
('risk_data_10y', 'alpha') -0.04 2.46 0 -0.51 -4.08 -1.79
('risk_data_10y', 'beta') 1 1.1 0 1.08 1.16 0.98
('risk_data_10y', 'meanAnnualReturn') 1.08 1.39 0 1.13 0.9 0.24
('risk_data_10y', 'rSquared') 100 85.33 0 91.48 80.44 75.61
('risk_data_10y', 'stdDev') 14.78 17.56 0 16.76 19.06 16.38
('risk_data_10y', 'sharpeRatio') 0.88 0.39 0 0.78 2.92 1.44
('risk_data_10y', 'treynorRatio') 11.7 14.01 0 11.05 7.38 0.79
@github-actions github-actions bot added the bug Fix bug label Jan 19, 2023
@JerBouma JerBouma changed the title [Bug] Update etf/pir to v1.1.1 and new functionality [Bug] Update etf/pir to v1.1.2 and new functionality Jan 19, 2023
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