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	Numeric on-chain vault ID
sharpe_ratio	Sharpe ratio
sortino_ratio	Sortino ratio
max_drawdown	Maximum drawdown as a decimal (e.g.

Methods summary

__init__(chain_vault_id, sharpe_ratio, ...)

chain_vault_id: int

Numeric on-chain vault ID

sharpe_ratio: float

Sharpe ratio

sortino_ratio: float

Sortino ratio

max_drawdown: float

Maximum drawdown as a decimal (e.g. 0.12 = 12%)

__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