tbl_perf_summary: Create table of performance statistics

In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis

Description

Create table of performance statistics

Usage

tbl_perf_summary(fund, bench, rf, freq)

Arguments

fund	data.frame containing return time-series for one or more funds
bench	data.frame containing return time-series for one benchmark
rf	data.frame containing return time-series for risk-free asset
freq	character to represent common frequency

Value

table with performance statistics

alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.