fixed libs

2025-06-04 22:56:03 -04:00 · 2025-06-04 22:56:03 -04:00 · 5cd24ade09
commit 5cd24ade09
parent 528be93804
6 changed files with 29 additions and 420 deletions
--- a/libs/utils/src/calculations/basic-calculations.ts
+++ b/libs/utils/src/calculations/basic-calculations.ts
@ -339,17 +339,6 @@ export function capitalAssetPricingModel(
  return riskFreeRate + beta * marketRiskPremium;
 }

-/**
- * Calculate Treynor ratio
- */
-export function treynorRatio(
-  portfolioReturn: number,
-  riskFreeRate: number,
-  beta: number
-): number {
-  return (portfolioReturn - riskFreeRate) / beta;
-}
-
 /**
 * Calculate hurdle rate
 */