Overall Statistics
Total Orders
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
4.598%
Drawdown
0.100%
Expectancy
0
Start Equity
10000000
End Equity
11661135.77
Net Profit
16.611%
Sharpe Ratio
-8.878
Sortino Ratio
-14.984
Probabilistic Sharpe Ratio
100%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0.023
Beta
-0
Annual Standard Deviation
0.003
Annual Variance
0
Information Ratio
-1.084
Tracking Error
0.125
Treynor Ratio
199.299
Total Fees
$528.67
Estimated Strategy Capacity
$13000000.00
Lowest Capacity Asset
SHV TP8J6Z7L419H
Portfolio Turnover
0.08%
Drawdown Recovery
5
 
from AlgorithmImports import *

class BuyAndHoldSHV(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2023, 1, 1)
        self.set_end_date(2026, 6, 1)
        self.set_cash(10_000_000)
        self.add_equity("SHV", Resolution.DAILY)

    def on_data(self, data):
        if not self.portfolio.invested:
            self.set_holdings("SHV", 1)