View source: R/chart_PerfSummary.R
chart_PerfSummary | R Documentation |
Multi Asset Display of Cumulative Performance and Drawdowns
chart_PerfSummary( ret = ret, geometric = TRUE, main = "Cumulative Returns and Drawdowns", linesize = 1.25 )
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. |
Cumulative performance and drawdown charts.
Philippe Cote
ret <- data.frame( date = seq.Date(Sys.Date() - 60, Sys.Date(), 1), CL01 = rnorm(61, 0, .01), RB01 = rnorm(61, 0, 0.02) ) chart_PerfSummary(ret = ret, geometric = TRUE, main = "Cumulative Returns and Drawdowns", linesize = 1.25)
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