when rf is not equal to zero, metric report doesn't look correct. about quantstats HOT 6 CLOSED

Hi,
I tried to look into it, seems following are the issues

1. utils._prepare_returns() invokes to_excess_returns every time wherever rf > 0 which is not right
2. to_excess_returns() is needed only in few cases such as in case of Sharpe, Sortino etc. and not in all cases when _prepare_returns() is called and rf>0

thank you

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Hello Ran,
do you have any plan to update the master branch for this issue?
Thank
SJ

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This still happening: if RF is no 0 the reports are buggy...

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same here

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Still a bug?

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You need to adjust the period. In my case it works.

So, if you use monthly returns there is an argument in the function periods_per_year

for example, in this I am using monthly returns. So:

qs.reports.full(portfolio, 'SPY', rf=0.02, periods_per_year=12)

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