ETF Portfolio Risk & Return Analyzer

📌 Project Overview

This project analyzes and compares Indian ETFs based on risk and return metrics using historical market data.

📊 ETFs Analyzed

• NIFTYBEES
• BANKBEES
• JUNIORBEES
• GOLDBEES
• MON100

📐 Metrics Used

• Daily & Cumulative Returns
• Annualized Return
• Annualized Volatility
• Sharpe Ratio
• Maximum Drawdown

📈 Visualizations

• Price trend analysis
• Cumulative return comparison
• Risk vs return scatter plot
• Drawdown analysis

🛠 Tech Stack

• Python
• Pandas
• NumPy
• Matplotlib
• yfinance

🎯 Key Takeaways

• Equity ETFs outperform in long-term returns but carry higher risk.
• Gold ETFs provide stability and downside protection.
• Risk-adjusted returns vary significantly across asset classes.

🚀 How to Run

pip install -r requirements.txt