GRVTVaultRiskMetric

Documentation for eth_defi.grvt.vault.GRVTVaultRiskMetric Python class.

class GRVTVaultRiskMetric

Bases: object

Risk metrics for a GRVT vault from the market data API.

Attributes summary

chain_vault_id
sharpe_ratio
sortino_ratio
max_drawdown

Methods summary

__init__(chain_vault_id, sharpe_ratio, ...)

__init__(chain_vault_id, sharpe_ratio, sortino_ratio, max_drawdown)

Parameters

• chain_vault_id (int) –

• sharpe_ratio (float) –

• sortino_ratio (float) –

• max_drawdown (float) –

Return type

None