captureRatio: Up and down capture ratios

Usage Arguments

Usage

1
captureRatio(fund, bench)

Arguments

fund

data.frame or tibble of fund return time-series (1 fund only) with dates in the first column and returns in the second

bench

data.frame or tibble of benchmark time-series (1 benchmark) with dates in the first column and returns in the second


alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.