Description Usage Arguments Note Author(s) Examples
Returns a table of returns formatted with years in rows, months in columns,
and a total column in the last column. For additional columns in R
,
annual returns will be appended as columns.
1 | table.CalendarReturns(R, digits = 1, as.perc = TRUE, geometric = TRUE)
|
R |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
digits |
number of digits to round results to for presentation |
as.perc |
TRUE/FALSE if TRUE, multiply simple returns by 100 to get % |
geometric |
utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE |
This function assumes monthly returns and does not currently have handling for other scales.
This function defaults to the first column as the monthly returns to be formatted.
Peter Carl
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | data(managers)
t(table.CalendarReturns(managers[,c(1,7,8)]))
# prettify with format.df in hmisc package
require("Hmisc")
result = t(table.CalendarReturns(managers[,c(1,8)]))
textplot(format.df(result, na.blank=TRUE, numeric.dollar=FALSE,
cdec=rep(1,dim(result)[2])), rmar = 0.8, cmar = 1,
max.cex=.9, halign = "center", valign = "top",
row.valign="center", wrap.rownames=20, wrap.colnames=10,
col.rownames=c( rep("darkgray",12), "black", "blue"),
mar = c(0,0,3,0)+0.1)
title(main="Calendar Returns")
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