Description Usage Arguments Details Value See Also Examples
Given the portfolio weights and a toy market, the function Invest
simulates the growth of $1 of the corresponding portfolio and that of the benchmark.
1 
market 
a 
weight 
the portfolio weights. The portfolio weights must be nonnegative and sum to one (full investment with no short sales). It can be a 
plot 

The relative value in the second plot is the ratio of the growth of $1 of the portfolio to that of the benchmark. It is called relative because the value is normalized by the value of the benchmark portfolio.
A list containing the following components.
growth 
a 
R 
a 
r 
a 
1 2 3 4 5  # Performance of the equalweighted portfolio
data(applestarbucks)
market < toymkt(applestarbucks)
weight < c(0.5, 0.5) # equalweighted portfolio
result < Invest(market, weight, plot = TRUE)

Loading required package: zoo
Attaching package: 'zoo'
The following objects are masked from 'package:base':
as.Date, as.Date.numeric
Warning message:
In toymkt(applestarbucks) :
Since initial.weight is not given, the benchmark is assumed to be equalweighted initially.
Warning message:
In Invest(market, weight, plot = TRUE) :
Since only one weight vector is supplied, the portfolio is assumed to be constantweighted.
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