sumstat <- function(b.test,ETFs){
dat <- diff(log(b.test))
sds <- sd(dat)*sqrt(52)
means <- mean(dat)*52*100
sharpe <- ((means - 0.02)/sds)/100
maxs <- max(diff(log(b.test[seq(1,length(b.test),52)])))*100
mins <- min(diff(log(b.test[seq(1,length(b.test),52)])))*100
output <- c()
output[1] <- sds*100
output[2] <- means
output[3] <- maxs
output[4] <- mins
output[5] <- sharpe
names(output) <- c("Standard Deviation.", "Average Return","Max Annual Return","Min Annual Return","Sharpe Ratio")
return(output)
}
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