semi.deviation: Semi Deviation/ Down side Deviation
In rportfolio: Portfolio Theory
Description
Usage
Arguments
Details
Value
Examples
View source: R/semi_deviation.R
Description
Calculates the semi deviation of the xts object
Usage
1
semi.deviation(R1)
Arguments
R1
Returns dataset of the portfolio
Details
Semi-deviation is a method of measuring the below-mean fluctuations in the returns on investment.
Value
Calculates the semi deviation of the xts object
Examples
1
semi.deviation(funds$ret1)
rportfolio documentation built on July 1, 2020, 10:35 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value Examples
View source: R/semi_deviation.R
Description
Calculates the semi deviation of the xts object
Usage
1 | semi.deviation(R1)
|
Arguments
R1 |
Returns dataset of the portfolio |
Details
Semi-deviation is a method of measuring the below-mean fluctuations in the returns on investment.
Value
Calculates the semi deviation of the xts object
Examples
1 | semi.deviation(funds$ret1)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.