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)