sharpeRatio: Sharpe ratio
In alejandro-sotolongo/InvTools:
Usage
1
sharpeRatio(ret, rf, freq)
Arguments
ret
data.frame or tibble organized by columns with dates in first
column
rf
risk-free time-series similar to ret
freq
time-series frequency
alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.
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Usage
1 | sharpeRatio(ret, rf, freq)
|
Arguments
ret |
data.frame or tibble organized by columns with dates in first column |
rf |
risk-free time-series similar to |
freq |
time-series frequency |
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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