Plotting

PortfolioOptimisers.plot_ptf_cumulative_returns Function

plot_ptf_cumulative_returns(w, X[, fees]; kwargs...)

Plot the cumulative returns of a portfolio with weights w over the data matrix X.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_asset_cumulative_returns Function

plot_asset_cumulative_returns(w, X[, fees]; kwargs...)

Plot the cumulative returns of individual assets for a portfolio with weights w.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_composition Function

plot_composition(w[, nx]; kwargs...)

Plot the portfolio composition as a bar chart of asset weights w.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_stacked_bar_composition Function

plot_stacked_bar_composition(w[, nx]; kwargs...)

Plot the portfolio composition as a stacked bar chart.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_stacked_area_composition Function

plot_stacked_area_composition(w[, nx]; kwargs...)

Plot the portfolio composition as a stacked area chart.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_dendrogram Function

plot_dendrogram(clr[, nx]; kwargs...)

Plot a dendrogram from a hierarchical clustering result.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_clusters Function

plot_clusters(clr, X[, nx]; kwargs...)

Plot asset clusters from a clustering result on the data matrix X.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_drawdowns Function

plot_drawdowns(w, X[, fees]; kwargs...)

Plot portfolio drawdowns over time.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_risk_contribution Function

plot_risk_contribution(w, r, X[, fees]; kwargs...)

Plot the risk contribution of each asset in the portfolio.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_factor_risk_contribution Function

plot_factor_risk_contribution(w, r, X[, fees]; kwargs...)

Plot the factor risk contribution for a factor risk model.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_measures Function

plot_measures(w, rs, X[, fees]; kwargs...)

Plot multiple risk measures for the portfolio.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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PortfolioOptimisers.plot_histogram Function

plot_histogram(w, X[, fees]; kwargs...)

Plot a histogram of portfolio returns.

Implemented by the PortfolioOptimisersPlotsExt extension (requires StatsPlots and GraphRecipes).

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