Sharpe.ratio: Computing Sharpe Ratio
In FinCal: Time Value of Money, Time Series Analysis and Computational Finance
Description
Usage
Arguments
See Also
Examples
Description
Computing Sharpe Ratio
Usage
1
Sharpe.ratio(rp, rf, sd)
Arguments
rp
portfolio return
rf
risk-free return
sd
standard deviation of portfolio retwns
See Also
Examples
1
Sharpe.ratio(rp=0.038,rf=0.015,sd=0.07)
FinCal documentation built on May 2, 2019, 1:29 p.m.
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Description Usage Arguments See Also Examples
Description
Computing Sharpe Ratio
Usage
1 | Sharpe.ratio(rp, rf, sd)
|
Arguments
rp |
portfolio return |
rf |
risk-free return |
sd |
standard deviation of portfolio retwns |
See Also
Examples
1 | Sharpe.ratio(rp=0.038,rf=0.015,sd=0.07)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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