It's my first time posting so thanks a million in advance for any solutions to my problem!
I am trying to create a function which takes fund_name as an argument and creates an indexed performance tally (starting at 100) in a new column within the fund_name df. The df input is similar to this image.
and the desired output can be seen in this image.
The code I have used is below, but results in the index beginning at zero rather than 100:
def test(fund_name):
fund_name['Indexed_Performance'] = ''
fund_name['Indexed_Performance'] = pd.to_numeric(fund_name['Indexed_Performance'])
fund_name.loc[0, 'Indexed_Performance'] = fund_name.loc[0, 'Monthly_Performance']
for i in range(1, len(fund_name)):
if fund_name.loc[i, 'Indexed_Performance'] < 10:
fund_name.loc[i, 'Indexed_Performance'] = 100 * (fund_name.loc[i, 'Monthly_Performance'] + 1)
else:
fund_name.loc[i, 'Indexed_Performance'] = fund_name.loc[i-1, 'Indexed_Performance'] * (fund_name.loc[i, 'Monthly_Performance'] + 1)
Thanks again in advance for any solutions to this problem!
I am not sure what you mean exactly, especially in the if statement, but maybe it's as simple as this?
import numpy as np
def test(df):
perfs = 1 + df['Monthly_Performance']
df['Indexed_Performance'] = np.cumprod(perfs) * 100 # Cumulative product of ratios
which outputs
Monthly_Performance Indexed_Performance
0 -0.05 95.000000
1 0.10 104.500000
2 0.02 106.590000
3 -0.06 100.194600
4 0.00 100.194600
5 -0.04 96.186816
6 0.07 102.919893
7 -0.07 95.715501
8 -0.01 94.758346
9 0.07 101.391430
10 0.10 111.530573
11 0.07 119.337713
12 0.06 126.497976
13 -0.03 122.703036
14 0.10 134.973340
15 -0.04 129.574406
16 -0.03 125.687174
17 -0.06 118.145944
18 0.06 125.234700
If not can you give more details about how you compute your performance index ?