Description Usage Arguments Value References Examples

Useful for comparing metrics for several investments. The first investment is used as the benchmark if requested metrics require one.

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`tickers` |
Character vector of ticker symbols that Yahoo! Finance recognizes, if you want to download data on the fly. |

`...` |
Arguments to pass along with |

`gains` |
Numeric matrix with 1 column of gains for each investment (can be a vector if there is only one). |

`prices` |
Numeric matrix with 1 column of prices for each investment (can be a vector if there is only one). |

`perf.metrics` |
Character vector specifying metrics to calculate. |

List containing:

Numeric matrix named

`perf.metrics`

with performance metrics.Numeric matrix named

`cor.mat`

with correlation matrix for gains for the various investments.

Ryan, J.A. and Ulrich, J.M. (2017) quantmod: Quantitative Financial Modelling Framework. R package version 0.4-12, https://CRAN.R-project.org/package=quantmod.

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stocks documentation built on May 2, 2019, 9:43 a.m.

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