Confirm definition when using stats() for portfolio evaluation

[REICHIYAN]

Dear Mr. @polakowo

Forgive me for contacting you at such short notice.
We are currently conducting a portfolio performance evaluation at vectorbt.

I have a question about the following notebook.
https://nbviewer.org/github/polakowo/vectorbt/blob/master/examples/PortfolioOptimization.ipynb

I need the annualized Sharpe Ratio, Calmar Ratio, and Sortino Ratio calculated from the annualized return and the annualized risk.

I also need the Omega Ratio, but since this uses the cumulative probability distribution function of returns, I will leave it out of this scope.

The Total Return [%] calculated by stats() can be used to calculate the annualized return, but I understand that the Sharpe Ratio, Calmar Ratio, and Sortino Ratio calculated by stats() in this notebook used the annualized return. Am I correct in my understanding?

Best regards,
Rei Taguchi