Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
0.196%
Drawdown
77.800%
Expectancy
0
Net Profit
4.632%
Sharpe Ratio
0.184
Probabilistic Sharpe Ratio
0.007%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0.05
Beta
-0.095
Annual Standard Deviation
0.226
Annual Variance
0.051
Information Ratio
-0.143
Tracking Error
0.298
Treynor Ratio
-0.435
Total Fees
$8.11
 
class IVW(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(1998, 1, 1)
        self.SetCash(100000)
        self.symbol = self.AddEquity('IVW', Resolution.Daily).Symbol

    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings(self.symbol, 1)