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cagr off by one error resulting in divide by zero #68

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kartiksubbarao opened this issue Jan 6, 2025 · 0 comments
Open

cagr off by one error resulting in divide by zero #68

kartiksubbarao opened this issue Jan 6, 2025 · 0 comments

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@kartiksubbarao
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the cagr() function in stats.py has an off by one error which subsequently results in dividing by zero if there is only one data point. This line:

years = (returns.index[-1] - returns.index[0]).days / periods

should be:

years = (1 + (returns.index[-1] - returns.index[0]).days) / periods

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