OmegaRatio: Omega Ratio
In Bjerring/BEWESO: BEWESO
Description
Usage
Arguments
Examples
Description
Calculates the Omega ratio of a series of returns
Usage
1
OmegaRatio(x,L,Rf)
Arguments
x
Time series of returns
L
L is the loss threshold that can be specified as zero, return from a benchmark index, or an absolute rate of return - any specified level
Rf
Risk free rate
Examples
1
No example
Bjerring/BEWESO documentation built on May 6, 2019, 7:56 a.m.
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Description Usage Arguments Examples
Description
Calculates the Omega ratio of a series of returns
Usage
1 | OmegaRatio(x,L,Rf)
|
Arguments
x |
Time series of returns |
L |
L is the loss threshold that can be specified as zero, return from a benchmark index, or an absolute rate of return - any specified level |
Rf |
Risk free rate |
Examples
1 | No example
|
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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