pt.updwcap: Up and down capture
In YRmisc: Y&R Miscellaneous R Functions
Description
Usage
Arguments
Examples
Description
The up and down capture is a measure of how an asset was able to improve on benchmark returns
or how it underperforms over the benchmark.
Usage
1
pt.updwcap(ar,br,n)
Arguments
ar
:a vector of a risk asset return
br
:a vector of benchmark return
n
:number of years of asset return, used to calculate annualized return
Examples
1
2
3
artn <- runif(12, -1, 1)
brtn <- runif(12,-1,1)
pt.updwcap(artn,brtn,1)
YRmisc documentation built on March 25, 2020, 5:13 p.m.
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Description Usage Arguments Examples
Description
The up and down capture is a measure of how an asset was able to improve on benchmark returns or how it underperforms over the benchmark.
Usage
1 | pt.updwcap(ar,br,n)
|
Arguments
ar |
:a vector of a risk asset return |
br |
:a vector of benchmark return |
n |
:number of years of asset return, used to calculate annualized return |
Examples
1 2 3 | artn <- runif(12, -1, 1)
brtn <- runif(12,-1,1)
pt.updwcap(artn,brtn,1)
|
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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