backtest-performance: Portfolio backtesting net performance
In fPortfolio: Rmetrics - Portfolio Selection and Optimization
backtest-performance R Documentation
Portfolio backtesting net performance
Description
Displays plot of rebased portfolio performance and summary
statistics.
Usage
netPerformance(object, format = "%Y-%m-%d")
Arguments
object
a list, returned from running the function portfolioSmoothing.
format
a character string of the date format used
Value
A plot of rebased portfolio returns and tables summarising portfolio
performance over time.
Note
This function will become obsolete by functions provided in the
upcoming fPortfolioPerformance package.
References
W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009);
Portfolio Optimization with R/Rmetrics,
Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
fPortfolio documentation built on April 25, 2023, 9:11 a.m.
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| backtest-performance | R Documentation |
Portfolio backtesting net performance
Description
Displays plot of rebased portfolio performance and summary statistics.
Usage
netPerformance(object, format = "%Y-%m-%d")
Arguments
object |
a list, returned from running the function |
format |
a character string of the date format used |
Value
A plot of rebased portfolio returns and tables summarising portfolio performance over time.
Note
This function will become obsolete by functions provided in the
upcoming fPortfolioPerformance package.
References
W\"urtz, D., Chalabi, Y., Chen W., Ellis A. (2009); Portfolio Optimization with R/Rmetrics, Rmetrics eBook, Rmetrics Association and Finance Online, Zurich.
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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