InvestmentUniverse | Python Fiddle

class InvestmentUniverse:
    def __init__(self, 
                 universe):   
        
        self.universe = universe
        self.tickers = pd.DataFrame(data=self.universe.columns, 
                                    index=pd.RangeIndex(1, self.universe.T.count()[0]+1), 
                                    columns=['Ticker'])
        self.dates = pd.DataFrame(data=self.universe.index.values, 
                                  index=pd.RangeIndex(1, self.universe.count()[0]+1), 
                                  columns=['Date'])
        
    def get_ticker_count(self):
        return self.tickers.count()[0]
     
    def get_date_count(self):
        return self.dates.count()[0]
    
#--------------------------------------------------#    
    def returns(self):
        return self.universe
    
    def expected_returns(self):
        return pd.DataFrame(data=self.universe.mean(), 
                            columns=['ExpectedReturn'])
    
    def variances(self):
        return pd.DataFrame(data=self.universe.var(), 
                            columns=['Variance'])
    
    def volatilities(self):
        return pd.DataFrame(data=self.universe.std(), 
                            columns=['Volatility'])    
    
    def volatilities(self):
        return pd.DataFrame(data=self.universe.std(), 
                            columns=['Volatility'])

#--------------------------------------------------#

def correl_mtx(self):
        return self.universe.corr()
    
    def covar_mtx(self):
        return self.universe.cov()
    
    def covar_mtx_diag(self):
        return pd.DataFrame(data=np.diag(self.universe.var()), 
                            index=self.tickers['Ticker'].values, 
                            columns=self.tickers['Ticker'].values)
    
    def covar_mtx_offdiag(self):
        return self.covar_mtx() - self.covar_mtx_diag()
    
    def volsumprod_mtx(self):
        return self.volatilities().dot(self.volatilities().T)

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