perf_metrics: Portfolio performance metrics
In PortfolioTesteR: Test Investment Strategies with English-Like Code
perf_metrics R Documentation
Portfolio performance metrics
Description
Portfolio performance metrics
Usage
perf_metrics(ret_dt, freq = 52)
Arguments
ret_dt
data.table/data.frame with columns Date and ret.
freq
Integer periods-per-year for annualization (e.g., 52 or 252).
Value
list with total_return, ann_return, ann_vol, sharpe, max_drawdown.
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| perf_metrics | R Documentation |
Portfolio performance metrics
Description
Portfolio performance metrics
Usage
perf_metrics(ret_dt, freq = 52)
Arguments
ret_dt |
data.table/data.frame with columns |
freq |
Integer periods-per-year for annualization (e.g., 52 or 252). |
Value
list with total_return, ann_return, ann_vol, sharpe, max_drawdown.
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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