new.chart.Drawdown: A New chart.Drawdown Function

In Shubham-Khanve/xtsPerAnl_old: Eliminating dependence of PerformanceAnalytics on base graphics by using plot.xts

Description

This function allows you to plot drawdowns and is based on xts::plot.xts rather than base graphics

Usage

new.chart.Drawdown(R, geometric = TRUE, legend.loc = NULL,
  colorset = (1:12), ...)

Arguments

R	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
geometric	utilize geometric chaining (TRUE) or simple/arithmetic chaining (FALSE) to aggregate returns, default TRUE
legend.loc	places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center.
colorset	color palette to use, set by default to rational choices
...	any other passthru parameters

Examples

library(xtsPerAnl)
library(PerformanceAnalytics)
library(xtsExtra)  #library(xts)
library(RColorBrewer)
data(managers)
new.chart.Drawdowns(managers)

Shubham-Khanve/xtsPerAnl_old documentation built on May 9, 2019, 1:29 p.m.