Description Usage Arguments Note Author(s) See Also Examples
For a set of returns, create a wealth index chart, bars for per-period performance, and underwater chart for drawdown.
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R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
Rf |
risk free rate, in same period as your returns |
main |
set the chart title, as in |
geometric |
utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE |
methods |
Used to select the risk parameter of trailing
|
width |
number of periods to apply rolling function window over |
event.labels |
TRUE/FALSE whether or not to display lines and labels for historical market shock events |
ylog |
TRUE/FALSE set the y-axis to logarithmic scale, similar to
|
wealth.index |
if |
gap |
numeric number of periods from start of series to use to train risk calculation |
begin |
Align shorter series to:
passthru to
|
legend.loc |
sets the legend location in the top chart. Can be set to NULL or nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. |
p |
confidence level for calculation, default p=.95 |
plot.engine |
choose the plot engine you wish to use" ggplot2, plotly, and default |
... |
any other passthru parameters |
Most inputs are the same as "plot
" and are principally
included so that some sensible defaults could be set.
Peter Carl
chart.CumReturns
chart.BarVaR
chart.Drawdown
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