PerformanceAnalytics: Econometric tools for performance and risk analysis

Collection of econometric functions for performance and risk analysis. This package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.

AuthorBrian G. Peterson [cre, aut, cph], Peter Carl [aut, cph], Kris Boudt [ctb, cph], Ross Bennett [ctb], Joshua Ulrich [ctb], Eric Zivot [ctb], Matthieu Lestel [ctb], Kyle Balkissoon [ctb], Diethelm Wuertz [ctb]
Date of publication2014-09-16 09:47:58
MaintainerBrian G. Peterson <brian@braverock.com>
LicenseGPL-2 | GPL-3
Version1.4.3541
http://r-forge.r-project.org/projects/returnanalytics/

View on CRAN

Man pages

ActivePremium: Active Premium or Active Return

AdjustedSharpeRatio: Adjusted Sharpe ratio of the return distribution

apply.fromstart: calculate a function over an expanding window always starting...

apply.rolling: calculate a function over a rolling window

AppraisalRatio: Appraisal ratio of the return distribution

AverageDrawdown: Calculates the average depth of the observed drawdowns.

AverageLength: Calculates the average length (in periods) of the observed...

AverageRecovery: Calculates the average length (in periods) of the observed...

BernardoLedoitRatio: Bernardo and Ledoit ratio of the return distribution

BetaCoMoments: Functions to calculate systematic or beta co-moments of...

BurkeRatio: Burke ratio of the return distribution

CalmarRatio: calculate a Calmar or Sterling reward/risk ratio

CAPM.alpha: calculate single factor model (CAPM) alpha

CAPM.beta: calculate single factor model (CAPM) beta

CAPM.dynamic: Time-varying conditional single factor model beta

CAPM.epsilon: Regression epsilon of the return distribution

CAPM.jensenAlpha: Jensen's alpha of the return distribution

CAPM.RiskPremium: utility functions for single factor (CAPM) CML, SML, and...

CDD: Calculate Uryasev's proposed Conditional Drawdown at Risk...

centeredmoments: calculate centered Returns

chart.ACF: Create ACF chart or ACF with PACF two-panel chart

chart.Bar: wrapper for barchart of returns

chart.BarVaR: Periodic returns in a bar chart with risk metric overlay

chart.Boxplot: box whiskers plot wrapper

chart.CaptureRatios: Chart of Capture Ratios against a benchmark

chart.Correlation: correlation matrix chart

chart.CumReturns: Cumulates and graphs a set of periodic returns

chart.Drawdown: Time series chart of drawdowns through time

chart.ECDF: Create an ECDF overlaid with a Normal CDF

chart.Events: Plots a time series with event dates aligned

chart.Histogram: histogram of returns

chart.QQPlot: Plot a QQ chart

chart.Regression: Takes a set of returns and relates them to a market benchmark...

chart.RelativePerformance: relative performance chart between multiple return series

chart.RiskReturnScatter: scatter chart of returns vs risk for comparing multiple...

chart.RollingCorrelation: chart rolling correlation fo multiple assets

chart.RollingMean: chart the rolling mean return

chart.RollingPerformance: wrapper to create a chart of rolling performance metrics in a...

chart.RollingRegression: A wrapper to create charts of relative regression performance...

chart.Scatter: wrapper to draw scatter plot with sensible defaults

chart.SnailTrail: chart risk versus return over rolling time periods

charts.PerformanceSummary: Create combined wealth index, period performance, and...

charts.RollingPerformance: rolling performance chart

chart.StackedBar: create a stacked bar plot

chart.TimeSeries: Creates a time series chart with some extensions.

chart.VaRSensitivity: show the sensitivity of Value-at-Risk or Expected Shortfall...

checkData: check input data type and format and coerce to the desired...

clean.boudt: clean extreme observations in a time series to to provide...

CoMoments: Functions for calculating comoments of financial time series

DownsideDeviation: downside risk (deviation, variance) of the return...

DownsideFrequency: downside frequency of the return distribution

DRatio: d ratio of the return distribution

DrawdownDeviation: Calculates a standard deviation-type statistic using...

DrawdownPeak: Drawdawn peak of the return distribution

edhec: EDHEC-Risk Hedge Fund Style Indices

ES: calculates Expected Shortfall(ES) (or Conditional...

FamaBeta: Fama beta of the return distribution

findDrawdowns: Find the drawdowns and drawdown levels in a timeseries.

Frequency: Frequency of the return distribution

HurstIndex: calculate the Hurst Index The Hurst index can be used to...

InformationRatio: InformationRatio = ActivePremium/TrackingError

Kappa: Kappa of the return distribution

KellyRatio: calculate Kelly criterion ratio (leverage or bet size) for a...

kurtosis: Kurtosis

legend: internal functions for setting useful defaults for graphs

lpm: calculate a lower partial moment for a time series

M2Sortino: M squared for Sortino of the return distribution

managers: Hypothetical Alternative Asset Manager and Benchmark Data

MarketTiming: Market timing models

MartinRatio: Martin ratio of the return distribution

maxDrawdown: caclulate the maximum drawdown from peak equity

MeanAbsoluteDeviation: Mean absolute deviation of the return distribution

mean.geometric: calculate attributes relative to the mean of the observation...

Modigliani: Modigliani-Modigliani measure

MSquared: M squared of the return distribution

MSquaredExcess: M squared excess of the return distribution

NetSelectivity: Net selectivity of the return distribution

Omega: calculate Omega for a return series

OmegaExcessReturn: Omega excess return of the return distribution

OmegaSharpeRatio: Omega-Sharpe ratio of the return distribution

PainIndex: Pain index of the return distribution

PainRatio: Pain ratio of the return distribution

PerformanceAnalytics-package: Econometric tools for performance and risk analysis.

portfolio_bacon: Bacon(2008) Data

prices: Selected Price Series Example Data

ProspectRatio: Prospect ratio of the return distribution

Return.annualized: calculate an annualized return for comparing instruments with...

Return.annualized.excess: calculates an annualized excess return for comparing...

Return.calculate: calculate simple or compound returns from prices

Return.clean: clean returns in a time series to to provide more robust risk...

Return.cumulative: calculate a compounded (geometric) cumulative return

Return.excess: Calculates the returns of an asset in excess of the given...

Return.Geltner: calculate Geltner liquidity-adjusted return series

Return.portfolio: Calculate weighted returns for a portfolio of assets

Return.read: Read returns data with different date formats

Return.relative: calculate the relative return of one asset to another

Selectivity: Selectivity of the return distribution

SharpeRatio: calculate a traditional or modified Sharpe Ratio of Return...

SharpeRatio.annualized: calculate annualized Sharpe Ratio

skewness: Skewness

SkewnessKurtosisRatio: Skewness-Kurtosis ratio of the return distribution

SmoothingIndex: calculate Normalized Getmansky Smoothing Index

sortDrawdowns: order list of drawdowns from worst to best

SortinoRatio: calculate Sortino Ratio of performance over downside risk

SpecificRisk: Specific risk of the return distribution

StdDev: calculates Standard Deviation for univariate and multivariate...

StdDev.annualized: calculate a multiperiod or annualized Standard Deviation

SystematicRisk: Systematic risk of the return distribution

table.AnnualizedReturns: Annualized Returns Summary: Statistics and Stylized Facts

table.Arbitrary: wrapper function for combining arbitrary function list into a...

table.Autocorrelation: table for calculating the first six autocorrelation...

table.CalendarReturns: Monthly and Calendar year Return table

table.CAPM: Single Factor Asset-Pricing Model Summary: Statistics and...

table.CaptureRatios: Calculate and display a table of capture ratio and related...

table.Correlation: calculate correlalations of multicolumn data

table.Distributions: Distributions Summary: Statistics and Stylized Facts

table.DownsideRisk: Downside Risk Summary: Statistics and Stylized Facts

table.DownsideRiskRatio: Downside Summary: Statistics and ratios

table.Drawdowns: Worst Drawdowns Summary: Statistics and Stylized Facts

table.DrawdownsRatio: Drawdowns Summary: Statistics and ratios

table.HigherMoments: Higher Moments Summary: Statistics and Stylized Facts

table.InformationRatio: Information ratio Summary: Statistics and Stylized Facts

table.MonthlyReturns: Returns Summary: Statistics and Stylized Facts

table.ProbOutPerformance: Outperformance Report of Asset vs Benchmark

table.RollingPeriods: Rolling Periods Summary: Statistics and Stylized Facts

table.SpecificRisk: Specific risk Summary: Statistics and Stylized Facts

table.Variability: Variability Summary: Statistics and Stylized Facts

textplot: Display text information in a graphics plot.

TotalRisk: Total risk of the return distribution

TrackingError: Calculate Tracking Error of returns against a benchmark

TreynorRatio: calculate Treynor Ratio or modified Treynor Ratio of excess...

UlcerIndex: calculate the Ulcer Index

UpDownRatios: calculate metrics on up and down markets for the benchmark...

UpsideFrequency: upside frequency of the return distribution

UpsidePotentialRatio: calculate Upside Potential Ratio of upside performance over...

UpsideRisk: upside risk, variance and potential of the return...

VaR: calculate various Value at Risk (VaR) measures

VolatilitySkewness: Volatility and variability of the return distribution

weights: Selected Portfolio Weights Data

zerofill: zerofill

Files in this package

PerformanceAnalytics
PerformanceAnalytics/inst
PerformanceAnalytics/inst/doc
PerformanceAnalytics/inst/doc/PerformanceAnalyticsPresentation-UseR-2007.R
PerformanceAnalytics/inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.pdf
PerformanceAnalytics/inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.R
PerformanceAnalytics/inst/doc/PA-Bacon.pdf
PerformanceAnalytics/inst/doc/PA-charts.pdf
PerformanceAnalytics/inst/doc/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw
PerformanceAnalytics/inst/doc/PA-Bacon.Rnw
PerformanceAnalytics/inst/doc/PerformanceAnalyticsPresentation-UseR-2007.Rnw
PerformanceAnalytics/inst/doc/PA-charts.R
PerformanceAnalytics/inst/doc/PA-Bacon.R
PerformanceAnalytics/inst/doc/portfolio_returns.pdf
PerformanceAnalytics/inst/doc/portfolio_returns.R
PerformanceAnalytics/inst/doc/textplotPresentation-CRUG-2011.Rnw
PerformanceAnalytics/inst/doc/PerformanceAnalyticsPresentation-UseR-2007.pdf
PerformanceAnalytics/inst/doc/textplotPresentation-CRUG-2011.pdf
PerformanceAnalytics/inst/doc/textplotPresentation-CRUG-2011.R
PerformanceAnalytics/inst/doc/portfolio_returns.Rnw
PerformanceAnalytics/inst/doc/PA-charts.Rnw
PerformanceAnalytics/tests
PerformanceAnalytics/tests/Examples
PerformanceAnalytics/tests/Examples/PerformanceAnalytics-Ex.Rout.save
PerformanceAnalytics/src
PerformanceAnalytics/src/momentF.f90
PerformanceAnalytics/src/Makevars.win
PerformanceAnalytics/NAMESPACE
PerformanceAnalytics/NEWS
PerformanceAnalytics/data
PerformanceAnalytics/data/weights.rda
PerformanceAnalytics/data/portfolio_bacon.rda
PerformanceAnalytics/data/edhec.rda
PerformanceAnalytics/data/managers.csv.gz
PerformanceAnalytics/data/portfolio_bacon.csv.gz
PerformanceAnalytics/data/managers.rda
PerformanceAnalytics/data/prices.rda
PerformanceAnalytics/data/edhec.csv.gz
PerformanceAnalytics/R
PerformanceAnalytics/R/lpm.R PerformanceAnalytics/R/TrackingError.R PerformanceAnalytics/R/UpsidePotentialRatio.R PerformanceAnalytics/R/charts.TimeSeries.R PerformanceAnalytics/R/table.CAPM.R PerformanceAnalytics/R/chart.Regression.R PerformanceAnalytics/R/chart.Bar.R PerformanceAnalytics/R/SmoothingIndex.R PerformanceAnalytics/R/chart.Boxplot.R PerformanceAnalytics/R/AdjustedSharpeRatio.R PerformanceAnalytics/R/checkData.R PerformanceAnalytics/R/UlcerIndex.R PerformanceAnalytics/R/CAPM.beta.R PerformanceAnalytics/R/Return.portfolio.R PerformanceAnalytics/R/DrawdownPeak.R PerformanceAnalytics/R/chart.Events.R PerformanceAnalytics/R/chart.ACF.R PerformanceAnalytics/R/table.Arbitrary.R PerformanceAnalytics/R/UpDownRatios.R PerformanceAnalytics/R/chart.Correlation.R PerformanceAnalytics/R/maxDrawdown.R PerformanceAnalytics/R/ProspectRatio.R PerformanceAnalytics/R/CAPM.jensenAlpha.R PerformanceAnalytics/R/Drawdowns.R PerformanceAnalytics/R/charts.PerformanceSummary.R PerformanceAnalytics/R/ActivePremium.R PerformanceAnalytics/R/Return.annualized.excess.R PerformanceAnalytics/R/DRatio.R PerformanceAnalytics/R/CoMoments.R PerformanceAnalytics/R/chart.CaptureRatios.R PerformanceAnalytics/R/CAPM.dynamic.R PerformanceAnalytics/R/BernadoLedoitratio.R PerformanceAnalytics/R/VaR.R PerformanceAnalytics/R/replaceTabs.R PerformanceAnalytics/R/charts.RollingRegression.R PerformanceAnalytics/R/SortinoRatio.R PerformanceAnalytics/R/table.Drawdowns.R PerformanceAnalytics/R/chart.ECDF.R PerformanceAnalytics/R/charts.BarVaR.R PerformanceAnalytics/R/chart.RollingMean.R PerformanceAnalytics/R/BurkeRatio.R PerformanceAnalytics/R/UpsideRisk.R PerformanceAnalytics/R/MSquaredExcess.R PerformanceAnalytics/R/table.DownsideRiskRatio.R PerformanceAnalytics/R/legend.R PerformanceAnalytics/R/SharpeRatio.annualized.R PerformanceAnalytics/R/MartinRatio.R PerformanceAnalytics/R/table.ProbOutperformance.R PerformanceAnalytics/R/SystematicRisk.R PerformanceAnalytics/R/table.Distributions.R PerformanceAnalytics/R/chart.CumReturns.R PerformanceAnalytics/R/OmegaSharpeRatio.R PerformanceAnalytics/R/chart.Drawdown.R PerformanceAnalytics/R/chart.RollingCorrelation.R PerformanceAnalytics/R/Return.Geltner.R PerformanceAnalytics/R/table.Correlation.R PerformanceAnalytics/R/chart.RiskReturnScatter.R PerformanceAnalytics/R/chart.BarVaR.R PerformanceAnalytics/R/sortDrawdowns.R PerformanceAnalytics/R/M2Sortino.R PerformanceAnalytics/R/CAPM.utils.R PerformanceAnalytics/R/HurstIndex.R PerformanceAnalytics/R/na.skip.R PerformanceAnalytics/R/PortfolioRisk.R PerformanceAnalytics/R/chart.ACFplus.R PerformanceAnalytics/R/Return.annualized.R PerformanceAnalytics/R/OmegaExcessReturn.R PerformanceAnalytics/R/chart.StackedBar.R PerformanceAnalytics/R/CalmarRatio.R PerformanceAnalytics/R/chart.RollingPerformance.R PerformanceAnalytics/R/table.CaptureRatios.R PerformanceAnalytics/R/table.MonthlyReturns.R PerformanceAnalytics/R/SharpeRatio.R PerformanceAnalytics/R/table.DownsideRisk.R PerformanceAnalytics/R/chart.Scatter.R PerformanceAnalytics/R/table.AnnualizedReturns.R PerformanceAnalytics/R/HerfindahlIndex.R PerformanceAnalytics/R/table.Autocorrelation.R PerformanceAnalytics/R/TotalRisk.R PerformanceAnalytics/R/VaR.Marginal.R PerformanceAnalytics/R/SpecificRisk.R PerformanceAnalytics/R/MeanAbsoluteDeviation.R PerformanceAnalytics/R/KellyRatio.R PerformanceAnalytics/R/DownsideDeviation.R PerformanceAnalytics/R/charts.RollingPerformance.R PerformanceAnalytics/R/Return.cumulative.R PerformanceAnalytics/R/StdDev.R PerformanceAnalytics/R/table.SpecificRisk.R PerformanceAnalytics/R/table.DrawdownsRatio.R PerformanceAnalytics/R/AppraisalRatio.R PerformanceAnalytics/R/Selectivity.R PerformanceAnalytics/R/MarketTiming.R PerformanceAnalytics/R/skewness.R PerformanceAnalytics/R/Omega.R PerformanceAnalytics/R/chart.TimeSeries.R PerformanceAnalytics/R/PainRatio.R PerformanceAnalytics/R/InformationRatio.R PerformanceAnalytics/R/TreynorRatio.R PerformanceAnalytics/R/DownsideFrequency.R PerformanceAnalytics/R/table.RollingPeriods.R PerformanceAnalytics/R/table.UpDownRatios.R PerformanceAnalytics/R/FamaBeta.R PerformanceAnalytics/R/table.CalendarReturns.R PerformanceAnalytics/R/CAPM.alpha.R PerformanceAnalytics/R/apply.fromstart.R PerformanceAnalytics/R/ES.R PerformanceAnalytics/R/Frequency.R PerformanceAnalytics/R/chart.RelativePerformance.R PerformanceAnalytics/R/Return.read.R PerformanceAnalytics/R/table.InformationRatio.R PerformanceAnalytics/R/PainIndex.R PerformanceAnalytics/R/textplot.R PerformanceAnalytics/R/chart.QQPlot.R PerformanceAnalytics/R/table.HigherMoments.R PerformanceAnalytics/R/Return.relative.R PerformanceAnalytics/R/chart.Histogram.R PerformanceAnalytics/R/Return.clean.R PerformanceAnalytics/R/chart.RollingRegression.R PerformanceAnalytics/R/chart.RollingQuantileRegression.R PerformanceAnalytics/R/kurtosis.R PerformanceAnalytics/R/SemiDeviation.R PerformanceAnalytics/R/chart.SnailTrail.R PerformanceAnalytics/R/mean.utils.R PerformanceAnalytics/R/charts.Bar.R PerformanceAnalytics/R/findDrawdowns.R PerformanceAnalytics/R/Kappa.R PerformanceAnalytics/R/chart.VaRSensitivity.R PerformanceAnalytics/R/StdDev.annualized.R PerformanceAnalytics/R/zerofill.R PerformanceAnalytics/R/CAPM.epsilon.R PerformanceAnalytics/R/NetSelectivity.R PerformanceAnalytics/R/MultivariateMoments.R PerformanceAnalytics/R/Return.calculate.R PerformanceAnalytics/R/apply.rolling.R PerformanceAnalytics/R/Modigliani.R PerformanceAnalytics/R/MSquared.R PerformanceAnalytics/R/zzz.R PerformanceAnalytics/R/Return.excess.R PerformanceAnalytics/R/SkewnessKurtosisRatio.R PerformanceAnalytics/R/VolatilitySkewness.R PerformanceAnalytics/R/UpsideFrequency.R PerformanceAnalytics/R/table.Variability.R
PerformanceAnalytics/vignettes
PerformanceAnalytics/vignettes/PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw
PerformanceAnalytics/vignettes/PA-Bacon.Rnw
PerformanceAnalytics/vignettes/PerformanceAnalyticsPresentation-UseR-2007.Rnw
PerformanceAnalytics/vignettes/textplotPresentation-CRUG-2011.Rnw
PerformanceAnalytics/vignettes/Rlogo.jpg
PerformanceAnalytics/vignettes/PerformanceAnalyticsGraphicalExamples.pdf
PerformanceAnalytics/vignettes/portfolio_returns.Rnw
PerformanceAnalytics/vignettes/PA-charts.Rnw
PerformanceAnalytics/MD5
PerformanceAnalytics/build
PerformanceAnalytics/build/vignette.rds
PerformanceAnalytics/DESCRIPTION
PerformanceAnalytics/man
PerformanceAnalytics/man/TreynorRatio.Rd PerformanceAnalytics/man/table.Correlation.Rd PerformanceAnalytics/man/chart.ACF.Rd PerformanceAnalytics/man/chart.Events.Rd PerformanceAnalytics/man/AdjustedSharpeRatio.Rd PerformanceAnalytics/man/table.SpecificRisk.Rd PerformanceAnalytics/man/ActivePremium.Rd PerformanceAnalytics/man/chart.Histogram.Rd PerformanceAnalytics/man/TrackingError.Rd PerformanceAnalytics/man/table.RollingPeriods.Rd PerformanceAnalytics/man/chart.Correlation.Rd PerformanceAnalytics/man/chart.RollingMean.Rd PerformanceAnalytics/man/MSquared.Rd PerformanceAnalytics/man/charts.RollingPerformance.Rd PerformanceAnalytics/man/UpDownRatios.Rd PerformanceAnalytics/man/CAPM.alpha.Rd PerformanceAnalytics/man/AverageRecovery.Rd PerformanceAnalytics/man/chart.StackedBar.Rd PerformanceAnalytics/man/chart.ECDF.Rd PerformanceAnalytics/man/Return.portfolio.Rd PerformanceAnalytics/man/SmoothingIndex.Rd PerformanceAnalytics/man/SortinoRatio.Rd PerformanceAnalytics/man/VolatilitySkewness.Rd PerformanceAnalytics/man/SystematicRisk.Rd PerformanceAnalytics/man/apply.rolling.Rd PerformanceAnalytics/man/SharpeRatio.Rd PerformanceAnalytics/man/chart.RiskReturnScatter.Rd PerformanceAnalytics/man/CAPM.dynamic.Rd PerformanceAnalytics/man/legend.Rd PerformanceAnalytics/man/TotalRisk.Rd PerformanceAnalytics/man/table.Distributions.Rd PerformanceAnalytics/man/DownsideFrequency.Rd PerformanceAnalytics/man/InformationRatio.Rd PerformanceAnalytics/man/OmegaSharpeRatio.Rd PerformanceAnalytics/man/AverageLength.Rd PerformanceAnalytics/man/chart.Drawdown.Rd PerformanceAnalytics/man/chart.BarVaR.Rd PerformanceAnalytics/man/chart.Regression.Rd PerformanceAnalytics/man/skewness.Rd PerformanceAnalytics/man/maxDrawdown.Rd PerformanceAnalytics/man/table.Arbitrary.Rd PerformanceAnalytics/man/chart.QQPlot.Rd PerformanceAnalytics/man/ES.Rd PerformanceAnalytics/man/chart.RollingCorrelation.Rd PerformanceAnalytics/man/table.Autocorrelation.Rd PerformanceAnalytics/man/Return.annualized.excess.Rd PerformanceAnalytics/man/sortDrawdowns.Rd PerformanceAnalytics/man/VaR.Rd PerformanceAnalytics/man/table.HigherMoments.Rd PerformanceAnalytics/man/portfolio_bacon.Rd PerformanceAnalytics/man/UlcerIndex.Rd PerformanceAnalytics/man/managers.Rd PerformanceAnalytics/man/UpsideFrequency.Rd PerformanceAnalytics/man/NetSelectivity.Rd PerformanceAnalytics/man/CAPM.RiskPremium.Rd PerformanceAnalytics/man/MSquaredExcess.Rd PerformanceAnalytics/man/DRatio.Rd PerformanceAnalytics/man/table.CalendarReturns.Rd PerformanceAnalytics/man/checkData.Rd PerformanceAnalytics/man/Return.clean.Rd PerformanceAnalytics/man/centeredmoments.Rd PerformanceAnalytics/man/CDD.Rd PerformanceAnalytics/man/Return.cumulative.Rd PerformanceAnalytics/man/ProspectRatio.Rd PerformanceAnalytics/man/CAPM.jensenAlpha.Rd PerformanceAnalytics/man/SkewnessKurtosisRatio.Rd PerformanceAnalytics/man/BernardoLedoitRatio.Rd PerformanceAnalytics/man/chart.RollingRegression.Rd PerformanceAnalytics/man/StdDev.Rd PerformanceAnalytics/man/edhec.Rd PerformanceAnalytics/man/chart.RelativePerformance.Rd PerformanceAnalytics/man/Return.calculate.Rd PerformanceAnalytics/man/Return.Geltner.Rd PerformanceAnalytics/man/chart.RollingPerformance.Rd PerformanceAnalytics/man/chart.VaRSensitivity.Rd PerformanceAnalytics/man/BurkeRatio.Rd PerformanceAnalytics/man/table.Variability.Rd PerformanceAnalytics/man/CAPM.beta.Rd PerformanceAnalytics/man/DrawdownPeak.Rd PerformanceAnalytics/man/table.ProbOutPerformance.Rd PerformanceAnalytics/man/StdDev.annualized.Rd PerformanceAnalytics/man/kurtosis.Rd PerformanceAnalytics/man/PainIndex.Rd PerformanceAnalytics/man/SpecificRisk.Rd PerformanceAnalytics/man/lpm.Rd PerformanceAnalytics/man/Frequency.Rd PerformanceAnalytics/man/table.CAPM.Rd PerformanceAnalytics/man/PainRatio.Rd PerformanceAnalytics/man/Return.read.Rd PerformanceAnalytics/man/AppraisalRatio.Rd PerformanceAnalytics/man/Kappa.Rd PerformanceAnalytics/man/BetaCoMoments.Rd PerformanceAnalytics/man/MeanAbsoluteDeviation.Rd PerformanceAnalytics/man/SharpeRatio.annualized.Rd PerformanceAnalytics/man/clean.boudt.Rd PerformanceAnalytics/man/chart.Scatter.Rd PerformanceAnalytics/man/mean.geometric.Rd PerformanceAnalytics/man/chart.CaptureRatios.Rd PerformanceAnalytics/man/Return.relative.Rd PerformanceAnalytics/man/PerformanceAnalytics-package.Rd PerformanceAnalytics/man/table.Drawdowns.Rd PerformanceAnalytics/man/CalmarRatio.Rd PerformanceAnalytics/man/table.DrawdownsRatio.Rd PerformanceAnalytics/man/M2Sortino.Rd PerformanceAnalytics/man/Return.excess.Rd PerformanceAnalytics/man/table.DownsideRisk.Rd PerformanceAnalytics/man/chart.TimeSeries.Rd PerformanceAnalytics/man/Modigliani.Rd PerformanceAnalytics/man/MarketTiming.Rd PerformanceAnalytics/man/chart.CumReturns.Rd PerformanceAnalytics/man/textplot.Rd PerformanceAnalytics/man/zerofill.Rd PerformanceAnalytics/man/chart.Boxplot.Rd PerformanceAnalytics/man/FamaBeta.Rd PerformanceAnalytics/man/table.AnnualizedReturns.Rd PerformanceAnalytics/man/chart.Bar.Rd PerformanceAnalytics/man/table.MonthlyReturns.Rd PerformanceAnalytics/man/OmegaExcessReturn.Rd PerformanceAnalytics/man/weights.Rd PerformanceAnalytics/man/CAPM.epsilon.Rd PerformanceAnalytics/man/KellyRatio.Rd PerformanceAnalytics/man/apply.fromstart.Rd PerformanceAnalytics/man/DrawdownDeviation.Rd PerformanceAnalytics/man/AverageDrawdown.Rd PerformanceAnalytics/man/UpsideRisk.Rd PerformanceAnalytics/man/table.CaptureRatios.Rd PerformanceAnalytics/man/CoMoments.Rd PerformanceAnalytics/man/Omega.Rd PerformanceAnalytics/man/MartinRatio.Rd PerformanceAnalytics/man/Return.annualized.Rd PerformanceAnalytics/man/UpsidePotentialRatio.Rd PerformanceAnalytics/man/findDrawdowns.Rd PerformanceAnalytics/man/prices.Rd PerformanceAnalytics/man/table.InformationRatio.Rd PerformanceAnalytics/man/Selectivity.Rd PerformanceAnalytics/man/chart.SnailTrail.Rd PerformanceAnalytics/man/DownsideDeviation.Rd PerformanceAnalytics/man/table.DownsideRiskRatio.Rd PerformanceAnalytics/man/HurstIndex.Rd PerformanceAnalytics/man/charts.PerformanceSummary.Rd

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