metric_sharpe: Calculate Sharpe Ratio with Frequency Detection
In PortfolioTesteR: Test Investment Strategies with English-Like Code
metric_sharpe R Documentation
Calculate Sharpe Ratio with Frequency Detection
Description
Calculate Sharpe Ratio with Frequency Detection
Usage
metric_sharpe(bt)
Arguments
bt
Backtest result object with $returns and (optionally) $dates
Value
Annualized Sharpe ratio
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| metric_sharpe | R Documentation |
Calculate Sharpe Ratio with Frequency Detection
Description
Calculate Sharpe Ratio with Frequency Detection
Usage
metric_sharpe(bt)
Arguments
bt |
Backtest result object with $returns and (optionally) $dates |
Value
Annualized Sharpe ratio
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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