mkt_capture_ratio: Calculcate market capture ratio

Description Usage Arguments Author(s) Examples

View source: R/mkt_capture_ratio.R

Description

This function allows you to calculate up market capture ratio, down market capture ratio and overall market capture ratio

Usage

1

Arguments

df

portfolio dataframe ("Date", "Return", "Benchmark") not case sensitive

percent

true if the data is in percentage terms

Author(s)

Alfred

Examples

1
mkt_capture_ratio(iccix_w_benchmark, percent=TRUE)

Alfred-Zhang/ResearchTools documentation built on Nov. 23, 2017, 1:54 a.m.