pt.btavg: Batting average
In YRmisc: Y&R Miscellaneous R Functions

The batting average of the asset is the ratio between the number of periods where the asset outperforms a benchmark and the total number of periods.

1	pt.btavg(ar,br)

`ar`	:a vector of a risk asset return
`br`	:a vector of a benchmark return

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artn <- runif(100,-1,1)
brtn <- runif(100,-1,1)
pt.btavg(artn,brtn)

YRmisc documentation built on March 25, 2020, 5:13 p.m.

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