ratio.sharpe: Sharpe Ratio
In rportfolio: Portfolio Theory
Description
Usage
Arguments
Details
Value
Description
Calculates the Sharpe Ratio of the Portfolio
Usage
1
ratio.sharpe(R1, Rf = 0)
Arguments
R1
Portfolio Returns
Rf
Risk Free Rate of Return, Default: 0
Details
The Sharpe ratio was developed by Nobel laureate William F. Sharpe and is used to help investors understand the return of an investment compared to its risk.
Value
Calculates the Sharpe Ratio of the portfolio
rportfolio documentation built on July 1, 2020, 10:35 p.m.
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Description Usage Arguments Details Value
Description
Calculates the Sharpe Ratio of the Portfolio
Usage
1 | ratio.sharpe(R1, Rf = 0)
|
Arguments
R1 |
Portfolio Returns |
Rf |
Risk Free Rate of Return, Default: 0 |
Details
The Sharpe ratio was developed by Nobel laureate William F. Sharpe and is used to help investors understand the return of an investment compared to its risk.
Value
Calculates the Sharpe Ratio of the portfolio
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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