annDownSd: Calculated Downside Volatility

Description Usage Arguments Examples

Description

Calculated Downside Volatility

Usage

1
annDownSd(ret, rf, freq)

Arguments

ret

data.frame or tibble containing returns organized by column

rf

data.frame or tibble containing risk-free time-series

freq

string to specifiy periodicity

Examples

1
2
data(ret)
annDownSd(ret, rf, 'd')

alejandro-sotolongo/InvMgmt documentation built on Dec. 18, 2019, 3:33 a.m.