ratio.treynor: Treynor Ratio
In rportfolio: Portfolio Theory
Description
Usage
Arguments
Details
Value
Examples
View source: R/ratio_treynor.R
Description
Calculates the Treynor ratio of a particular portfolio
Usage
1
ratio.treynor(R1, Rf = 0)
Arguments
R1
Returns of the portfolio
Rf
Returns of the benchmark portfolio
Details
The Treynor ratio, also known as the reward-to-volatility ratio, is a performance metric for determining how much excess return was generated for each unit of risk taken on by a portfolio.
Value
This function can be used to calculate the Treynor ratio of a portfolio.
Examples
1
ratio.treynor(funds$ret1)
Example output
[1] NA
rportfolio documentation built on July 1, 2020, 10:35 p.m.
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Description Usage Arguments Details Value Examples
View source: R/ratio_treynor.R
Description
Calculates the Treynor ratio of a particular portfolio
Usage
1 | ratio.treynor(R1, Rf = 0)
|
Arguments
R1 |
Returns of the portfolio |
Rf |
Returns of the benchmark portfolio |
Details
The Treynor ratio, also known as the reward-to-volatility ratio, is a performance metric for determining how much excess return was generated for each unit of risk taken on by a portfolio.
Value
This function can be used to calculate the Treynor ratio of a portfolio.
Examples
1 | ratio.treynor(funds$ret1)
|
Example output
[1] NA
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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