chart_PerfSummary: 'chart_PerformanceSummary'

In RTL: Risk Tool Library - Trading, Risk, Analytic for Commodities

Description

Multi Asset Display of Cumulative Performance and Drawdowns

Usage

chart_PerfSummary(
  ret = ret,
  geometric = TRUE,
  main = "Cumulative Returns and Drawdowns",
  linesize = 1.25
)

Arguments

ret	Wide dataframe univariate or multivariate of percentage returns.
geometric	Use geometric returns TRUE or FALSE.
main	Chart title.
linesize	Size of lines in chart and legend.

Value

Cumulative performance and drawdown charts.

Author(s)

Philippe Cote

Examples

df <- dflong %>% dplyr::filter(series %in% c("CL01","CL12","CL36"))
ret <- returns(df=df,retType="rel",period.return=1,spread=TRUE)
ret <-data.frame(rolladjust(x=ret,commodityname=c("cmewti"),rolltype=c("Last.Trade")))
chart_PerfSummary(ret=ret, geometric=TRUE, main="Cumulative Returns and Drawdowns",linesize=1.25)

RTL documentation built on June 12, 2021, 5:06 p.m.