Fcalc_shares_alloc("alloc", 10000); Vendvalperiod = VClose * Vshares; Fagg_over_cols("np.sum", "^.*_endvalperiod", "ZTOT_endvalperiod"); Vdrawdown = Fdrawdown(Vendvalperiod); Vlogendval = Flog(Vendvalperiod); Vreturn = Vlogendval$ - Flag_(Vlogendval$,1); Vstdret6 = Fstd(Vreturn,6); Vsharperatio = Fcummean(Vreturn) / Fcumstd(Vreturn); Vcummean = Fcummean(Vreturn); Vcumstd = Fcumstd(Vreturn)