onemetric_overtime_graph: Graph Performance Metric Over Time for Various Investments

In stocks: Stock Market Analysis

Description

Useful for visualizing the performance of a group of investments over time. The first investment is used as the benchmark if the requested metric requires one.

Usage

onemetric_overtime_graph(tickers = NULL, ..., gains = NULL, prices = NULL,
  y.metric = "cagr", window.units = 50, add.plot = FALSE, colors = NULL,
  lty = NULL, plot.list = NULL, points.list = NULL, legend.list = NULL,
  pdf.list = NULL, bmp.list = NULL, jpeg.list = NULL, png.list = NULL,
  tiff.list = NULL)

Arguments

tickers	Character vector of ticker symbols that Yahoo! Finance recognizes, if you want to download data on the fly.
...	Arguments to pass along with tickers to load_gains.
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).
y.metric	Character string specifying y-axis performance metric. Choices are: "mean" or "sd" for mean or standard deviation of gains. "growth" or "cagr" for total or annualized growth. "mdd" for maximum drawdown. "sharpe" or "sortino" for Sharpe or Sortino ratio. "alpha", "beta", or "r.squared" for those metrics from a fitted linear regression on benchmark fund. "pearson" or "spearman" for Pearson or Spearman correlation with benchmark fund. "auto.pearson" or "auto.spearman" for Pearson or Spearman autocorrelation, defined as the correlation between subsequent gains.
window.units	Numeric value specifying the width of the moving window.
add.plot	Logical value for whether to add plot data to current plot frame rather than open a new one.
colors	Character vector of colors for each curve.
lty	Numeric vector specifying line types for each curve.
plot.list	List of arguments to pass to plot.
points.list	List of arguments to pass to points.
legend.list	List of arguments to pass to legend.
pdf.list	List of arguments to pass to pdf.
bmp.list	List of arguments to pass to bmp.
jpeg.list	List of arguments to pass to jpeg.
png.list	List of arguments to pass to png.
tiff.list	List of arguments to pass to tiff.

Value

In addition to the graph, a numeric matrix containing the performance metric over time for each investment.

References

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.

Examples

## Not run: 
# Plot BRK-B's 50-day alpha over time since the start of 2016
fig <- onemetric_overtime_graph(tickers = c("VFINX", "BRK-B"), 
                                y.metric = "alpha", 
                                from = "2016-01-01")

## End(Not run)

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