returns.cal: Annualized Returns

In rportfolio: Portfolio Theory

Description

Returns the annualized returns of a data returns data

Usage

returns.cal(R1, freq = 252, geometric = TRUE)

Arguments

R1	Returns dataset as xts
freq	The periodicity of the dataset, Default: 252
geometric	Boolean to control the geometric returns and mean annualized returns, Default: TRUE

Details

An annualized total return is the geometric average amount of money earned by an investment each year over a given time period.

Value

Gives annualized returns of data

Examples

returns.cal(funds$ret1)

rportfolio documentation built on July 1, 2020, 10:35 p.m.