Portfolio Analytics — Index Lab

Contract Details

Categorytooling

Files14

Price$9.99

Tech Stack

Python 3.10+ pandas numpy matplotlib jinja2

Chains

Ethereum Arbitrum Base

Description

Python analytics library for tokenized index performance measurement. Calculates Sharpe ratio, Sortino ratio, maximum drawdown, Calmar ratio, and performance attribution across components. Generates PDF/HTML reports with charts for stakeholder communication.

Features

✓ Sharpe ratio (risk-free rate configurable)
✓ Sortino ratio (downside deviation)
✓ Maximum drawdown and recovery analysis
✓ Calmar ratio
✓ Performance attribution by component
✓ Correlation analysis across components
✓ Rolling window metrics (30d, 60d, 90d)
✓ PDF and HTML report generation
✓ CSV/JSON data export
✓ CoinGecko/DefiLlama data integration

portfolio-analytics.sol

// SPDX-License-Identifier: MIT
pragma solidity ^0.8.24;

import "@openzeppelin/contracts/token/ERC20/IERC20.sol";

/// @title Portfolio Analytics
/// @notice Performance attribution, Sharpe ratio, drawdown analysis.
contract PortfolioAnalytics {
    address public immutable owner;
    uint256 public constant VERSION = 1;

    event Initialized(address indexed deployer);

    constructor() {
        owner = msg.sender;
        emit Initialized(msg.sender);
    }

    // ... full implementation in purchased package
}