bottom_n_assets

Description

This function identifies the n assets with the lowest returns over a specified period. It is designed to provide insights into the underperforming assets within a particular model identified by position.

Parameters

• position (str): The name of the model to analyze.

• n (int): The number of assets to return, based on their low returns.

• start (int, optional): The start date of the analysis period, formatted as YYYYMMDD.

• end (int, optional): The end date of the analysis period, formatted as YYYYMMDD.

Returns

• pd.DataFrame: A DataFrame containing the bottom n assets, sorted by their returns in ascending order. It includes their returns and entity names.

Example

bottom_assets_df = Evaluator.bottom_n_assets('ModelName', 5, 20210101, 20211231)