tracking.error: Tracking Error
In rportfolio: Portfolio Theory
Description
Usage
Arguments
Details
Value
Examples
View source: R/tracking_error.R
Description
Calculates the Tracking Error
Usage
1
tracking.error(R1, R2)
Arguments
R1
Returns of the portfolio
R2
Returns of the benchmark
Details
Tracking error is the divergence between the price behavior of a position or a portfolio and the price behavior of a benchmark.
Value
Calculates the Tracking error of the security
Examples
1
tracking.error(funds$ret1, funds$rfr)
rportfolio documentation built on July 1, 2020, 10:35 p.m.
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Description Usage Arguments Details Value Examples
View source: R/tracking_error.R
Description
Calculates the Tracking Error
Usage
1 | tracking.error(R1, R2)
|
Arguments
R1 |
Returns of the portfolio |
R2 |
Returns of the benchmark |
Details
Tracking error is the divergence between the price behavior of a position or a portfolio and the price behavior of a benchmark.
Value
Calculates the Tracking error of the security
Examples
1 | tracking.error(funds$ret1, funds$rfr)
|
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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