quantitivecalc/dist/PerformanceMetrics/calculateAnnualizedReturns.d.ts

A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)

/**
 * Calculates annualized returns for each row in the provided data array.
 *
 * @param data - Array of objects containing return values.
 * @param returnsColumn - The key in each object representing the periodic return value.
 * @param resultColumn - The key where the calculated annualized return will be stored.
 * @param frequency - The frequency of the returns ('daily', 'weekly', or 'monthly'). Defaults to 'daily'.
 * @param method - The method used for annualization ('compound' or 'simple'). Defaults to 'compound'.
 *   - 'compound': Uses the formula (1 + return)^periods - 1.
 *   - 'simple': Uses the formula return * periods.
 * @returns A new array of objects with annualized returns added under the specified result column.
 */
export declare function calculateAnnualizedReturns(data: Array<Record<string, unknown>>, returnsColumn: string, resultColumn: string, frequency?: 'daily' | 'weekly' | 'monthly', method?: 'compound' | 'simple'): Array<Record<string, unknown>>;
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